Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Søren Johansen; Katarina Juselius; Roman Frydman; Michael Goldberg
| Year of publication: |
2010
|
|---|---|
| Authors: | Johansen, Søren ; Jusélius, Katarina ; Frydman, Roman ; Goldberg, Michael D. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 1, p. 117-129
|
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Deutschland | Germany | Schätztheorie | Estimation theory |
| 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://ebvufind01.dmz1.zbw.eu/10008826871