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An I(2) Cointegration Model With Piecewise Linear Trends:
Likelihood
Analysis
And Application
Kurita, Takamitsu
;
Nielsen, Heino Bohn
;
Rahbek, Anders
-
Økonomisk Institut, Københavns Universitet
-
2009
This paper presents
likelihood
analysis
of the I(2) cointegrated vector autoregression with piecewise linear …
Persistent link: https://www.econbiz.de/10005014886
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