Likelihood Analysis of the <i>I</i>(2) Model (Q4376535): Difference between revisions

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Latest revision as of 23:42, 19 March 2024

scientific article; zbMATH DE number 1117551
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English
Likelihood Analysis of the <i>I</i>(2) Model
scientific article; zbMATH DE number 1117551

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    Likelihood Analysis of the <i>I</i>(2) Model (English)
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    31 October 1999
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    integrated processes
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    vector autoregressive model
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    cointegration
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