Artikel
Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR Systems
- Language
-
Englisch
- Bibliographic citation
-
Journal: Econometrics ; ISSN: 2225-1146 ; Volume: 5 ; Year: 2017 ; Issue: 3 ; Pages: 1-17 ; Basel: MDPI
- Classification
-
Wirtschaft
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Subject
-
cointegration
common trends
identification
VAR
I(2)
- Event
-
Geistige Schöpfung
- (who)
-
Boswijk, H. Peter
Paruolo, Paolo
- Event
-
Veröffentlichung
- (who)
-
MDPI
- (where)
-
Basel
- (when)
-
2017
- DOI
-
doi:10.3390/econometrics5030028
- Handle
- Last update
-
10.03.2025, 11:41 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Boswijk, H. Peter
- Paruolo, Paolo
- MDPI
Time of origin
- 2017
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