Hello. Could you please advise any good books or papers regarding the following problems:

- Is linearisation of initial system of equaions legitimate and to what end? I mean how close solution of the linearised system to the solution of initial system? What are necessary and sufficient conditions?
- For example, I want to include stochastic trends which are represented as mix of random walk and deterministic trends. Is this legitimate and to what end? As far as I understand, standard procedures of computing solutions(e.g. Sims) imply that we are looking for stationary solution. But what if I include mentioned above trends? Now solution is no more stationary (am I right?). How to deal with this issue?
- What conditions should data series satisfy?

Excuse me for my English.

Thank you in advance!

Best regards.