Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627): Difference between revisions
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Revision as of 14:28, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model |
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Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (English)
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10 June 2016
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likelihood ratio test
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\(I(2)\) processes
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cointegration
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asymptotic theory
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