The Fourier approximation and testing for the null of cointegration
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DOI: 10.1007/s00181-015-1028-6
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More about this item
Keywords
Cointegration; Fourier approximation; Structural change; Fiscal sustainability;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
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