Open AccessAn I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Author(s) -
Takamitsu Kurita,
Heino Bohn Nielsen,
Anders Rahbek
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1438033
Subject(s) - cointegration , econometrics , maximum likelihood , linear model , mathematics , economics , statistics
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