Pages that link to "Item:Q3018500"
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The following pages link to An I(2) cointegration model with piecewise linear trends (Q3018500):
Displaying 7 items.
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Vector autoregressive processes with nonlinear time trends in cointegrating relations (Q2783446) (← links)
- An I(2) cointegration analysis of small‐country import price determination (Q4439298) (← links)
