Vector equilibrium correction models with non-linear discontinuous adjustments

Research output: Contribution to journalJournal articleResearchpeer-review

Frederique Bec, Anders Rahbek

Original languageEnglish
JournalEconometrics Journal
Volume7
Issue number2
Pages (from-to)628-651
ISSN1368-4221
Publication statusPublished - 2004

ID: 74849