Weak exogeneity in \(I(2)\) VAR systems
type: Item
instance of: scholarly article
title: Weak exogeneity in \(I(2)\) VAR systems
zbMATH Open document ID: 0946.62085
DOI: 10.1016/S0304-4076(99)00012-3
author: Paolo Paruolo
author: Anders Rahbek
published in: Journal of Econometrics
publication date: 1999-11-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1369426
zbMATH Keywords: vector autoregressive systems
zbMATH Keywords: unit roots
zbMATH Keywords: multi-cointegration
zbMATH Keywords: I(2)
zbMATH Keywords: weak exogeneity
MaRDI profile type: Publication
cites work: Q4167890
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cites work: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
full work available at URL: s0304-4076(99)00012-3
OpenAlex ID: W2037937422
description: scientific article; zbMATH DE number 1369426