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

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+Q4039873
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+Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model
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+Likelihood Analysis of the <i>I</i>(2) Model
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+Normal rank
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+ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN <i>I</i>  (2) SYSTEMS
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+Q5687551
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+Normal rank
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+MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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+Trend stationarity in the \(I(2)\) cointegration model.
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+Weak exogeneity in \(I(2)\) VAR systems
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+Normal rank