Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627): Difference between revisions
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| Property / author: Søren Glud Johansen / rank | |||
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| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / zbMATH DE Number: 6591643 / rank | |||
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likelihood ratio test | |||
| Property / zbMATH Keywords: likelihood ratio test / rank | |||
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\(I(2)\) processes | |||
| Property / zbMATH Keywords: \(I(2)\) processes / rank | |||
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cointegration | |||
| Property / zbMATH Keywords: cointegration / rank | |||
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asymptotic theory | |||
| Property / zbMATH Keywords: asymptotic theory / rank | |||
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Revision as of 19:55, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model |
scientific article |
Statements
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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