A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2006.08.032
+Normal rank
@@ Property / OpenAlex ID @@
+W1982697665
@@ Property / OpenAlex ID: W1982697665 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+A Stastistical Analysis of Cointegration for I(2) Variables
+Normal rank
@@ Property / cites work @@
+Likelihood Analysis of the <i>I</i>(2) Model
@@ Property / cites work: Likelihood Analysis of the <i>I</i>(2) Model / rank @@
+Normal rank
@@ Property / cites work @@
+An I(2) cointegration analysis of small‐country import price determination
+Normal rank
@@ Property / cites work @@
+THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
+Normal rank
@@ Property / cites work @@
+Trend stationarity in the \(I(2)\) cointegration model.
+Normal rank