Vector equilibrium correction models with non-linear discontinuous adjustments
Frédérique Bec and Anders Rahbek
| Year of publication: |
2004
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|---|---|
| Authors: | Bec, Frédérique ; Rahbek, Anders |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 2, p. 628-651
|
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression |
| 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/10002463704