Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate
type: Item
instance of: scholarly article
title: Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate
zbMATH Open document ID: 1431.62388
author: Katarina Juselius
author: Roman Frydman
author: Michael Goldberg
author: Søren Johansen
published in: Journal of Econometrics
publication date: 2016-08-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6609182
zbMATH Keywords: PPP
zbMATH Keywords: long swings puzzle
zbMATH Keywords: cointegrated VAR
zbMATH Keywords: test of overidentification
MaRDI profile type: Publication
full work available at URL: j.jeconom.2010.03.018
OpenAlex ID: W2075464655
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DOI: 10.1016/J.JECONOM.2010.03.018
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description: scientific article; zbMATH DE number 6609182