Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

Abstract

nonlinear time series, cointegration, ergodicity

TY - UNPB

T1 - Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

AU - Bec, Frederique

AU - Rahbek, Anders

PY - 2002

Y1 - 2002

N2 - nonlinear time series, cointegration, ergodicity

AB - nonlinear time series, cointegration, ergodicity

M3 - Working paper

SP - 1

EP - 21

BT - Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

CY - Københavns Universitet

ER -