Testing hypotheses in an $I(2)$ model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564): Difference between revisions

Latest revision as of 08:41, 12 July 2024

scientific article

Language	Label	Description	Also known as
English	Testing hypotheses in an $I(2)$ model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate	scientific article

Statements

instance of

scholarly article

0 references

title

Testing hypotheses in an $I(2)$ model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (English)

0 references

0 references

0 references

0 references

0 references

Journal of Econometrics

0 references

publication date

4 August 2016

0 references

zbMATH Keywords

PPP

0 references

long swings puzzle

0 references

cointegrated VAR

0 references

test of overidentification

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.jeconom.2010.03.018

0 references

cites work

MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS

0 references

MIXED NORMAL INFERENCE ON MULTICOINTEGRATION

0 references

Q5309954

0 references

Five alternative methods of estimating long-run equilibrium relationships

0 references

Some tests for parameter constancy in cointegrated VAR‐models

0 references

Likelihood Analysis of the I(2) Model

0 references

Statistical analysis of hypotheses on the cointegrating relations in the $I(2)$ model

0 references

Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model

0 references

Q3415188

0 references

Testing the nominal-to-real transformation

0 references

Cointegration analysis in the presence of outliers

0 references

THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL

0 references

ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS

0 references

ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS

0 references

Weak exogeneity in $I(2)$ VAR systems

0 references

Trend stationarity in the $I(2)$ cointegration model.

0 references

Identifiers

zbMATH Open document ID

1431.62388

0 references

DOI

10.1016/j.jeconom.2010.03.018

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:736564

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2010.03.018
+Normal rank
@@ Property / OpenAlex ID @@
+W2075464655
@@ Property / OpenAlex ID: W2075464655 / rank @@
+Normal rank
@@ Property / cites work @@
+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
+Normal rank
@@ Property / cites work @@
+MIXED NORMAL INFERENCE ON MULTICOINTEGRATION
@@ Property / cites work: MIXED NORMAL INFERENCE ON MULTICOINTEGRATION / rank @@
+Normal rank
@@ Property / cites work @@
+Q5309954
@@ Property / cites work: Q5309954 / rank @@
+Normal rank
@@ Property / cites work @@
+Five alternative methods of estimating long-run equilibrium relationships
+Normal rank
@@ Property / cites work @@
+Some tests for parameter constancy in cointegrated VAR‐models
+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 @@
+Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model
+Normal rank
@@ Property / cites work @@
+Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
+Normal rank
@@ Property / cites work @@
+Q3415188
@@ Property / cites work: Q3415188 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the nominal-to-real transformation
@@ Property / cites work: Testing the nominal-to-real transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Cointegration analysis in the presence of outliers
+Normal rank
@@ Property / cites work @@
+THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX  IN COINTEGRATED <i>I</i> (2) VAR SYSTEMS
+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 / cites work @@
+Trend stationarity in the \(I(2)\) cointegration model.
+Normal rank

Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564): Difference between revisions

Latest revision as of 08:41, 12 July 2024

Statements

Identifiers

Sitelinks

Mathematics(1 entry)