A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619): Difference between revisions

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+Helmut Lütkepohl
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+MaRDI publication profile
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+Likelihood Analysis of the <i>I</i>(2) Model
@@ Property / cites work: Likelihood Analysis of the <i>I</i>(2) Model / rank @@
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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+Trend stationarity in the \(I(2)\) cointegration model.
+Normal rank
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+Weak exogeneity in \(I(2)\) VAR systems
@@ Property / cites work: Weak exogeneity in \(I(2)\) VAR systems / rank @@
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+On the determination of integration indices in I(2) systems
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+Testing the nominal-to-real transformation
@@ Property / cites work: Testing the nominal-to-real transformation / rank @@
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+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
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+Publication:5697619