Estimation of Cointegrated Systems with I(2) Processes
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Publication:3365343
DOI10.1017/S0266466600009014zbMath1401.62161OpenAlexW2140444289MaRDI QIDQ3365343
Publication date: 1995
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600009014
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (3)
Tests for the order of integration against higher order integration ⋮ Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model ⋮ Testing for multicointegration
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