An I(2) cointegration model with piecewise linear trends
| Year of publication: |
2011
|
|---|---|
| Authors: | Kurita, Takamitsu ; Nielsen, Heino Bohn ; Rahbek, Anders |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 14.2011, 2, p. 131-155
|
| Publisher: |
Royal Economic Society - RES |