Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627)
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scientific article; zbMATH DE number 6591643
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| English | Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model |
scientific article; zbMATH DE number 6591643 |
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Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (English)
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10 June 2016
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likelihood ratio test
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\(I(2)\) processes
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cointegration
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asymptotic theory
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0.8610844612121582
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0.8307828903198242
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0.8277302384376526
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0.8274913430213928
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0.8241187334060669
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