Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

Research output: Working paper › Research

Standard

Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments. / Bec, Frederique; Rahbek, Anders.

Københavns Universitet, 2002. p. 1-21.

Research output: Working paper › Research

Harvard

Bec, F & Rahbek, A 2002 'Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments' Københavns Universitet, pp. 1-21.

APA

Bec, F., & Rahbek, A. (2002). Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments. (pp. 1-21).

Vancouver

Bec F, Rahbek A. Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments. Københavns Universitet. 2002, p. 1-21.

Author

Bec, Frederique ; Rahbek, Anders. / Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments. Københavns Universitet, 2002. pp. 1-21

Bibtex

@techreport{64e6ed0074c011dbbee902004c4f4f50,
title = "Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments",
abstract = "nonlinear time series, cointegration, ergodicity",
author = "Frederique Bec and Anders Rahbek",
year = "2002",
language = "English",
pages = "1--21",
type = "WorkingPaper",

}

RIS

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 -

ID: 45019