Liew, Venus Khim-Sen; Ling, Tai-Hu; Chia, Ricky Chee-Jiun; … - In: Economic Modelling 29 (2012) 2, pp. 326-332
Much interest has been paid recently to the nonlinear cointegrating relations existing among economic variables. Various testing procedures are already available to test for the existence of nonlinear cointegration. For example, Breitung (2001) proposes rank tests and his testing procedure has...