An I(2) cointegration model with piecewise linear trends
| Year of publication: |
2011
|
|---|---|
| Authors: | Kurita, Takamitsu ; Bohn Nielsen, Heino ; Rahbek, Anders |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 14.2011, 2, p. 131-156
|