Nonlinear cointegration and time series analysis represent a dynamic area of research that extends the classical framework of cointegration by allowing the long-run equilibrium relationships among ...
Journal of Applied Econometrics, Vol. 10, No. 1 (Jan. - Mar., 1995), pp. 17-31 (15 pages) The paper analyses the impact of persistence and volatility in the discount rate in present-value models on ...
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