Media type: E-Book Title: Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations Contributor: Kurita, Takamitsu [VerfasserIn]; Shintani, Mototsugu [VerfasserIn] imprint: [Tokyo]: [CIRJE, Faculty of Economics, University of Tokyo], June 2023 Published in: Nihon-Keizai-Kokusai-Kyōdō-Kenkyū-Sentā: CIRJE discussion papers / F series ; 1216 Extent: 1 Online-Ressource (circa 42 Seiten); Illustrationen Language: English Keywords: Vector autoregressive systems ; Smooth nonlinear deterministic trends ; Trigonometric functions ; Cointegrating rank ; Log-likelihood ratio test statistics ; Monte Carlo experiments ; Graue Literatur Origination: Footnote: Access State: Open Access