指出并非对任意非线性协整系统，都存在误差校正模型的表现形式。

The research results show that the error—correcting model may not exist in arbitrary non—linear cointegration system .

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本文基于非参数回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。

Based on the locally kernel weighted least squares fit of the nonparametric regression models, this paper presents the nonparametric testing method for nonlinear cointegration.

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本文基于非参数可加回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。

Based on the local kernal weighted least squared fit of the nonparametric and additive regression model, this paper presents the nonparametric testing method for nonlinear cointegration.

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