Pages that link to "Item:Q4807305"
From MaRDI portal
The following pages link to ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED <i>I</i> (2) VAR SYSTEMS (Q4807305):
Displaying 6 items.
- Impact factors (Q265013) (← 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)
- On the determination of integration indices in I(2) systems (Q1915474) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- The role of the drift in I(2) systems (Q3598300) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)