Vector autoregressive processes with nonlinear time trends in cointegrating relations (Q2783446)
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scientific article; zbMATH DE number 1730230
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| English | Vector autoregressive processes with nonlinear time trends in cointegrating relations |
scientific article; zbMATH DE number 1730230 |
Statements
2 July 2002
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cointegrated VAR model
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gradual structural change
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nonlinear deterministic trend
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Vector autoregressive processes with nonlinear time trends in cointegrating relations (English)
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0.8334991335868835
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0.8226797580718994
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0.8226797580718994
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0.8143768310546875
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0.8026263117790222
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