Common trends and cycles in I(2) VAR systems (Q291631): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2005.01.026
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+W2039951496
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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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+On non-contemporaneous short-run co-movements
@@ Property / cites work: On non-contemporaneous short-run co-movements / rank @@
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Common cyclical features analysis in VAR models with cointegration
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+A Stastistical Analysis of Cointegration for I(2) Variables
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+Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
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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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+Impact factors
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+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
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+Weak exogeneity in \(I(2)\) VAR systems
@@ Property / cites work: Weak exogeneity in \(I(2)\) VAR systems / rank @@
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+Trend stationarity in the \(I(2)\) cointegration model.
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Codependent cycles
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