Trend stationarity in the I(2) cointegration model
Anders Rahbek, Hans Christian Kongsted, Clara Jørgensen
| Year of publication: |
1999
|
|---|---|
| Authors: | Rahbek, Anders ; Kongsted, Hans Christian ; Jørgensen, Clara M. D. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 90.1999, 2, p. 265-289
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory | Geldnachfrage | Money demand | Schätzung | Estimation | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001382131