An I(2) cointegration model with piecewise linear trends

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An I(2) cointegration model with piecewise linear trends. / Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbæk, Anders.

In: Econometrics Journal, Vol. 14, No. 2, 2011, p. 131-155.

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

Harvard

Kurita, T, Bohn Nielsen, H & Rahbæk, A 2011, 'An I(2) cointegration model with piecewise linear trends', Econometrics Journal, vol. 14, no. 2, pp. 131-155. https://doi.org/10.1111/j.1368-423X.2010.00333.x

APA

CBE

MLA

Kurita, Takamitsu, Heino Bohn Nielsen, and Anders Rahbæk. "An I(2) cointegration model with piecewise linear trends". Econometrics Journal. 2011, 14(2). 131-155. https://doi.org/10.1111/j.1368-423X.2010.00333.x

Vancouver

Author

Kurita, Takamitsu ; Bohn Nielsen, Heino ; Rahbæk, Anders. / An I(2) cointegration model with piecewise linear trends. In: Econometrics Journal. 2011 ; Vol. 14, No. 2. pp. 131-155.

Bibtex

@article{baa4768c62844095a586d10aafe9461e,
title = "An I(2) cointegration model with piecewise linear trends",
author = "Takamitsu Kurita and {Bohn Nielsen}, Heino and Anders Rahb{\ae}k",
year = "2011",
doi = "10.1111/j.1368-423X.2010.00333.x",
language = "English",
volume = "14",
pages = "131--155",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",
number = "2",

}

RIS

TY - JOUR

T1 - An I(2) cointegration model with piecewise linear trends

AU - Kurita, Takamitsu

AU - Bohn Nielsen, Heino

AU - Rahbæk, Anders

PY - 2011

Y1 - 2011

U2 - 10.1111/j.1368-423X.2010.00333.x

DO - 10.1111/j.1368-423X.2010.00333.x

M3 - Journal article

VL - 14

SP - 131

EP - 155

JO - Econometrics Journal

JF - Econometrics Journal

SN - 1368-4221

IS - 2

ER -