On the determination of integration indices in I(2) systems (Q1915474)
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scientific article; zbMATH DE number 890006
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the determination of integration indices in I(2) systems |
scientific article; zbMATH DE number 890006 |
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On the determination of integration indices in I(2) systems (English)
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1 September 1996
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limiting Gaussian functional family
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cointegration
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vector autoregressive systems
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numbers of common components
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VAR system
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linear trend
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regression
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reduced rank regression
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asymptotic properties
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finite-sample behavior
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Monte Carlo
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money demand
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0.8243081569671631
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0.8205949664115906
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0.8194231390953064
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0.817324161529541
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