scientific article

zbMath1001.91092MaRDI QIDQ2783446

Pentti Saikkonen, Antti Ripatti

Publication date: 2 July 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

cointegrated VAR modelgradual structural changenonlinear deterministic trend

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (4)

Unnamed Item ⋮ Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations ⋮ Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis ⋮ A nonparametric test for changing trends

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