Pages that link to "Item:Q4376535"

The following pages link to Likelihood Analysis of the <i>I</i>(2) Model (Q4376535):

Displaying 27 items.

• Testing the nominal-to-real transformation (Q261895) (← links)
• Impact factors (Q265013) (← links)
• 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)
• Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
• A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
• A multicointegration model of global climate change (Q2280610) (← 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)
• THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL (Q2886961) (← links)
• An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
• A Stastistical Analysis of Cointegration for I(2) Variables (Q3365344) (← links)
• ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
• A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395) (← links)
• On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (Q4677001) (← links)
• MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589) (← links)
• Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
• Local power functions of tests for double unit roots (Q5313480) (← links)
• A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← 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)