Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627): Difference between revisions

@@ Property / author @@
-Søren Glud Johansen
@@ Property / author: Søren Glud Johansen / rank @@
-Normal rank
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+MaRDI publication profile
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+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.01.024
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@@ Property / OpenAlex ID @@
+W2008633312
@@ Property / OpenAlex ID: W2008633312 / rank @@
+Normal rank
@@ Property / cites work @@
+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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@@ 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 @@
+Estimation of Cointegrated Systems with I(2) Processes
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@@ Property / cites work @@
+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
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@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank