Pages that link to "Item:Q291627"
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The following pages link to Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627):
Displaying 15 items.
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← 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 \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071) (← links)
- The likelihood ratio test for cointegration ranks in the I(2) model (Q2886961) (← links)
- Statistical analysis of firm interdependence using duration data—parametric approach (Q2974929) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Estimation of Cointegrated Systems with I(2) Processes (Q3365343) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- An I(2) cointegration analysis of small‐country import price determination (Q4439298) (← links)
- MIXED NORMAL INFERENCE ON MULTICOINTEGRATION (Q4933589) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
