The role of the drift in I(2) systems (Q3598300)
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scientific article; zbMATH DE number 5501099
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The role of the drift in I(2) systems |
scientific article; zbMATH DE number 5501099 |
Statements
The role of the drift in I(2) systems (English)
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3 February 2009
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multi-cointegration
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polynomial cointegration
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limiting Gaussian functional family
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unit roots
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vector autoregressive processes
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0.8205956220626831
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0.8205949664115906
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0.7945771217346191
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0.7533820867538452
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0.7516495585441589
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