JOURNAL ARTICLE
Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
Takamitsu KuritaMototsugu Shintani
Year: 2025 Journal: Econometric Reviews Pages: 1-28 Publisher: Taylor & Francis
Keywords:
Econometrics Mathematics Nonlinear system Test (biology) Type (biology) Fourier transform Economics Mathematical analysis Geology Physics
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Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
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Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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