THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL (Q2886961): Difference between revisions

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+MaRDI publication profile
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+Normal rank
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+Weak exogeneity in \(I(2)\) VAR systems
@@ Property / cites work: Weak exogeneity in \(I(2)\) VAR systems / rank @@
+Normal rank
@@ Property / cites work @@
+An I(2) cointegration analysis of small‐country import price determination
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+Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model
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+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
+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 @@
+Normal rank
@@ Property / cites work @@
+Trend stationarity in the \(I(2)\) cointegration model.
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@@ Property / cites work @@
+On the determination of integration indices in I(2) systems
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466607070272
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+W2103505931
@@ Property / OpenAlex ID: W2103505931 / rank @@
+Normal rank