An I(2) cointegration model with piecewise linear trends

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Takamitsu Kurita, Fukuoka University, Japan
  • Heino Bohn Nielsen, Københavns Universitet, Økonomisk Institut, Denmark
  • Anders Rahbæk, Denmark
Original languageEnglish
JournalEconometrics Journal
Volume14
Issue2
Pages (from-to)131-155
ISSN1368-4221
DOIs
Publication statusPublished - 2011

See relations at Aarhus University Citationformats

ID: 48162247