Vector equilibrium correction models with non‐linear discontinuous adjustments
Author:
Affiliation:
1. CREST‐ENSAE, Malakoff, France E‐mail: frederique.bec@ensae.fr
2. Department of Applied Mathematics and Statistics, University of Copenhagen, Copenhagen, Denmark E‐mail: rahbek@stat.ku.dk
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/7/2/628/25975207/ectj0628.pdf
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3. Transaction Costs and Non‐Linear Adjustment Towards Equilibrium in the U.S. Treasury Bill Market;Anderson;Oxford Bulletin of Economics and Statistics,1997
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