STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE...

Econometric Theory 2001 / 4 Vol. 17; Iss. 2

STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS

Saikkonen, Pentti
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Volume:
17
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466601172038
Date:
April, 2001
File:
PDF, 215 KB
english, 2001
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