Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems
| Year of publication: |
2017
|
|---|---|
| Authors: | Boswijk, H. Peter ; Paruolo, Paolo |
| Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 5.2017, 3, p. 1-17
|
| Publisher: |
Basel : MDPI |
| Subject: | cointegration | common trends | identification | VAR | I(2) |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.3390/econometrics5030028 [DOI] 896594173 [GVK] hdl:10419/195474 [Handle] |
| Classification: | C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10011995238