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  • Search: subject:"Smooth nonlinear deterministic trends"
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Year of publication
Subject
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Cointegrating rank 1 Cointegration 1 Einheitswurzeltest 1 Estimation theory 1 Kointegration 1 Log-likelihood ratio test statistics 1 Monte Carlo experiments 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nichtlineare Regression 1 Nonlinear regression 1 Schätztheorie 1 Smooth nonlinear deterministic trends 1 Statistical test 1 Statistischer Test 1 Time series analysis 1 Trigonometric functions 1 Unit root test 1 VAR model 1 VAR-Modell 1 Vector autoregressive systems 1 Zeitreihenanalyse 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Kurita, Takamitsu 1 Shintani, Mototsugu 1
Published in...
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CIRJE discussion papers / F series 1
Source
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ECONIS (ZBW) 1
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Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
Kurita, Takamitsu; Shintani, Mototsugu - 2023
Persistent link: https://www.econbiz.de/10014383879
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