Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (Q2739263)
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scientific article; zbMATH DE number 1643724
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| English | Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations |
scientific article; zbMATH DE number 1643724 |
Statements
5 December 2001
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Granger's representation theorem
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consistency
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maximum likelihond estimator
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Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (English)
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0.831710696220398
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0.831710696220398
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0.8226797580718994
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0.82098788022995
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0.8190774321556091
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