Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations

Econometric Theory

Volumn 17, Issue 2, 2001, Pages 327-356

  Saikkonen, Pentti ^a,b  

^a UNIVERSITY OF HELSINKI   (Finland)

^b Department of Statistics ^*  (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035611842     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466601172038     Document Type: Article

References (16)

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