Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Zheng-feng Guo and Mototsugu Shintani
| Year of publication: |
2013
|
|---|---|
| Authors: | Guo, Zheng-feng ; Shintani, Mototsugu |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 3, p. 473-484
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| Subject: | Cointegrating rank | Smooth transition trend model | Trend breaks | von Neumann ratio | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Ranking-Verfahren | Ranking method | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
| 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://ebvufind01.dmz1.zbw.eu/10010253630