Trend stationarity in the \(I(2)\) cointegration model. (Q1298470): Difference between revisions

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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+The role of the constant and linear terms in cointegration analysis of nonstationary variables
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+A Stastistical Analysis of Cointegration for I(2) Variables
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+Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
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+On the determination of integration indices in I(2) systems
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+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
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+Publication:1298470