Consistent Estimation In Cointegrated Vector Autoregressive Models With Nonlinear Time Trends In Cointegrating Relations
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- Antonio N. Bojanic, 2009. "The impact of tin on the economic growth of Bolivia," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
- Hannu Koskinen, 2004. "Modelling of Structural Changes in Demand for Money Cointegration Relations," Finnish Economic Papers, Finnish Economic Association, vol. 17(2), pages 63-72, Autumn.
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- Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2012. "Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break," Textos para discussão 314, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
- Chambers, M.J. & McCrorie, J.R., 2004. "Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems," Discussion Paper 2004-40, Tilburg University, Center for Economic Research.
- Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006.
"Residual autocorrelation testing for vector error correction models,"
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