Valérie Mignon – författare

This text provides insights on nonlinear cointegration and error correction models. It seeks to bring together developments on the subject that were previously scattered throughout the literature. The authors demonstrate the importance of NEON models for studying partial adjustment problems in macroeconomics and the efficient market hypothesis in finance. Even though papers on nonlinear cointegration are numerous a survey can still be made on the topic.

This book provides new insights on nonlinear cointegration and error correction models. It seeks to bring together recent developments on the subject that are, up until today, scattered throughout the literature. The authors demonstrate the importance of NECM models for studying partial adjustment problems in macroeconomics and the efficient market hypothesis in finance. Even though papers on nonlinear cointegration are numerous a survey can still be made on the topic. This book is accessible to a large audience that includes academics working on applied econometrics, practitioners of financial markets and econometric modelling and all persons interested in time series analysis.

This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques.