CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
Year of publication: |
2001
|
---|---|
Authors: | Saikkonen, Pentti |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 02, p. 296-326
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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