An I(2) cointegration model with piecewise linear trends (Q3018500)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An I(2) cointegration model with piecewise linear trends |
scientific article |
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An I(2) cointegration model with piecewise linear trends (English)
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27 July 2011
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I(2)
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likelihood analysis
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piecewise linear trends
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rank test
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US consumption
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