MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USINGI(2) ANDI(1) COINTEGRATION ANALYSIS (Q2870071): Difference between revisions

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+https://doi.org/10.1111/j.1467-8586.2011.00400.x
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+W1497882443
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@@ Property / cites work @@
+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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+MIXED NORMAL INFERENCE ON MULTICOINTEGRATION
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
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+Statistical analysis of cointegration vectors
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+Cointegration in partial systems and the efficiency of single-equation analysis
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+A Stastistical Analysis of Cointegration for I(2) Variables
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+Likelihood Analysis of the <i>I</i>(2) Model
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+Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model
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+A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A  VAR WITH I(2) VARIABLES
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+Q3415188
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+An I(2) cointegration analysis of small‐country import price determination
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+Testing the nominal-to-real transformation
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+THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
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+On the determination of integration indices in I(2) systems
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+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
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+Trend stationarity in the \(I(2)\) cointegration model.
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071): Difference between revisions

Latest revision as of 06:41, 7 July 2024

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