Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

By Søren Johansen, K. Juselius, R. Frydman, Michael D. Goldberg. 2010

81 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/56c4dfa7406917fab9dd7d353cf9d8fd0a7719a8