Vector autoregressive processes with nonlinear time trends in cointegrating relations (Q2783446)
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scientific article; zbMATH DE number 1730230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregressive processes with nonlinear time trends in cointegrating relations |
scientific article; zbMATH DE number 1730230 |
Statements
2 July 2002
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cointegrated VAR model
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gradual structural change
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nonlinear deterministic trend
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Vector autoregressive processes with nonlinear time trends in cointegrating relations (English)
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