Mixed normality and ancillarity in \(I(2)\) systems (Q2716476)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mixed normality and ancillarity in \(I(2)\) systems |
scientific article; zbMATH DE number 1599033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed normality and ancillarity in \(I(2)\) systems |
scientific article; zbMATH DE number 1599033 |
Statements
2 September 2001
0 references
cointegration
0 references
triangular systems
0 references
vector autoregressions
0 references
log-likelihood ratio
0 references
0 references
0.8013236
0 references
0.80130786
0 references
0.8000875
0 references
0.7994366
0 references
0.7984424
0 references
Mixed normality and ancillarity in \(I(2)\) systems (English)
0 references
