Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate |
scientific article |
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Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (English)
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4 August 2016
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PPP
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long swings puzzle
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cointegrated VAR
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test of overidentification
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