Abstract

Over the past few years, the combination of the two hypotheses of nonlinearity and nonstationarity has become an interesting challenge to econometricians, for both economic and econometric reasons.

Keywords

Unit Root Time Series Analysis Real Exchange Rate Star Model Nonlinear Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2002

Authors and Affiliations

  • Gilles Dufrénot
    • 1
    • 2
  • Valérie Mignon
    • 3
  1. 1.ERUDITEUniversity of Paris 12France
  2. 2.GREQUAM-CNRSUniversity of MarseilleFrance
  3. 3.MODEMUniversity of Paris 10France

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