Trend stationarity in the \(I(2)\) cointegration model.
type: Item
instance of: scholarly article
title: Trend stationarity in the \(I(2)\) cointegration model.
zbMATH Open document ID: 1041.62522
DOI: 10.1016/S0304-4076(98)00044-X
author: Anders Rahbek
author: Hans Christian Kongsted
author: Clara Jørgensen
published in: Journal of Econometrics
publication date: 1999-09-08T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1326295
zbMATH Keywords: Similarity
zbMATH Keywords: Rank test
zbMATH Keywords: UK money demand
MaRDI profile type: Publication
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cites work: Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
cites work: ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
cites work: On the determination of integration indices in I(2) systems
cites work: Optimal Inference in Cointegrated Systems
full work available at URL: s0304-4076(98)00044-x
OpenAlex ID: W2061179942
Wikidata QID: Q127807672
description: scientific article; zbMATH DE number 1326295