MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model
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@@ 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 @@
+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
+Normal rank
@@ Property / cites work @@
+Q5687551
@@ Property / cites work: Q5687551 / rank @@
+Normal rank
@@ Property / cites work @@
+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
+Normal rank
@@ Property / cites work @@
+Trend stationarity in the \(I(2)\) cointegration model.
+Normal rank
@@ Property / cites work @@
+Weak exogeneity in \(I(2)\) VAR systems
@@ Property / cites work: Weak exogeneity in \(I(2)\) VAR systems / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466610000095
+Normal rank
@@ Property / OpenAlex ID @@
+W2144786966
@@ Property / OpenAlex ID: W2144786966 / rank @@
+Normal rank