Vector equilibrium correction models with non-linear discontinuous adjustments
Year of publication: |
2004
|
---|---|
Authors: | Bec, Frédérique ; Rahbek, Anders |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 2, p. 628-651
|
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression |
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