{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,1]],"date-time":"2025-10-01T15:37:58Z","timestamp":1759333078663},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2001,3,3]],"date-time":"2001-03-03T00:00:00Z","timestamp":983577600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,4]]},"abstract":"<jats:p>This paper studies the consistency of the Gaussian maximum \nlikelihood estimator in a cointegrated vector autoregressive \nmodel with nonlinear time trends in cointegrating relations. \nThe results are proved in a coordinate free framework that \nreadily allows for general nonlinear parameter restrictions \nand makes it possible to show the consistency of reduced \nform parameter estimators without assuming identifiability \nof underlying structural parameters. Various consistency \nresults for structural parameter estimators can then be \nobtained by imposing suitable identification conditions \nfor the parameters of interest but not necessarily for \nnuisance parameters. Orders of consistency are also obtained \nbecause they are needed to develop a related asymptotic \ntheory of statistical inference.<\/jats:p>","DOI":"10.1017\/s0266466601172026","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"296-326","source":"Crossref","is-referenced-by-count":13,"title":["CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE \nMODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS"],"prefix":"10.1017","volume":"17","author":[{"given":"Pentti","family":"Saikkonen","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,3,3]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601172026","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T15:29:07Z","timestamp":1554737347000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601172026\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,3,3]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2001,4]]}},"alternative-id":["S0266466601172026"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601172026","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,3,3]]}}}