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

@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6591643
@@ Property / zbMATH DE Number: 6591643 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+likelihood ratio test
@@ Property / zbMATH Keywords: likelihood ratio test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(I(2)\) processes
@@ Property / zbMATH Keywords: \(I(2)\) processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic theory
@@ Property / zbMATH Keywords: asymptotic theory / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ 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
+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 @@
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@@ 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
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:291627