Pages that link to "Item:Q2716476"
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The following pages link to MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS (Q2716476):
Displayed 15 items.
- Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes (Q4701042) (← links)
- MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES (Q5697619) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)