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

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+https://doi.org/10.1016/j.jeconom.2005.01.024
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+W2008633312
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+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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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 of Cointegrated Systems with I(2) Processes
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+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Asymptotic Statistics
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