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Likelihood-based inference for cointegration with nonlinear error-correction
Dennis Kristensen,
Anders Christian Rahbek
Department of Economics
13
Citations (Scopus)
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Dive into the research topics of 'Likelihood-based inference for cointegration with nonlinear error-correction'. Together they form a unique fingerprint.
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Keyphrases
Nonlinear Correction
100%
Adjustment Function
33%
Individual Parameters
33%
Smooth Transition Models
33%
Mixed Normality
33%
Vector Error Correction Model
33%
Linear Trend
33%
Deterministic Trend
33%
Trend Component
33%
Mathematics
Transfer Function
33%
Individual Parameter
33%
Vector Error
33%
Deterministic Trend
33%
Linear Trend
33%