Chen, JiaLi, DeguiZhang, Lixin2010-04-202010-04-202010Journal of Multivariate Analysis, 2010; 101(3):706-7170047-259Xhttp://hdl.handle.net/2440/57734Copyright © 2009 Elsevier Inc. All rights reserved.enCointegration model; Local time density; Nonparametric M-estimatorRobust estimation in a nonlinear cointegration modelJournal article002009367410.1016/j.jmva.2009.09.0040002738348000172-s2.0-72549118948