Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627): Difference between revisions
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Property / cites work: MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS / rank | |||
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Property / cites work: Likelihood Analysis of the <i>I</i>(2) Model / rank | |||
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Property / cites work: Estimation of Cointegrated Systems with I(2) Processes / rank | |||
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Property / cites work: ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i> (2) SYSTEMS / rank | |||
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Property / cites work: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems / rank | |||
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Property / cites work: Asymptotic Statistics / rank | |||
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Latest revision as of 03:56, 12 July 2024
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English | Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model |
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Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (English)
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10 June 2016
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likelihood ratio test
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\(I(2)\) processes
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cointegration
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asymptotic theory
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