STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
| Year of publication: |
2001
|
|---|---|
| Authors: | Saikkonen, Pentti |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 02, p. 327-356
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |