An I(2) cointegration model with piecewise linear trends
Takamitsu Kurita, Heino Bohn Nielsen and Anders Rahbek
| Year of publication: |
2011
|
|---|---|
| Authors: | Kurita, Takamitsu ; Bohn Nielsen, Heino ; Rahbek, Anders |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 14.2011, 2, p. 131-155
|
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Privater Konsum | Private consumption |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009381889