Research graph
References from Trend stationarity in the I(2) cointegration model. Local targets link to admitted publications; unresolved targets remain external evidence.
Limiting distributions of least squares estimates of unstable autoregressive processes
10.1214/aos/1176350711 · 1988 · External reference
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
10.1016/0304-4076(93)01564-3 · 1994 · External reference
Unresolved reference
1995 · External reference
Unresolved reference
External reference
Modelling linear dynamic econometric systems
10.1111/j.1467-9485.1994.tb01107.x · 1994 · External reference
Modelling the demand for narrow money in the United Kingdom and the United States
10.1016/0014-2921(91)90039-l · 1991 · External reference
Evaluating dynamic econometric models by encompassing the VAR
1993 · External reference
Statistical analysis of cointegration vectors
10.1016/0165-1889(88)90041-3 · 1988 · External reference
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autogressive models
10.2307/2938278 · 1991 · External reference
Testing weak exogeneity and the order of cointegration in UK money demand
10.1016/0161-8938(92)90003-u · 1992 · External reference
A representation of vector autoregressive processes integrated of order 2
10.1017/s0266466600012755 · 1992 · External reference
The role of the constant and linear terms in cointegration analysis of nonstationary variables
10.1080/07474939408800284 · 1994 · External reference
A statistical analysis of cointegration for I(2) variables
10.1017/s0266466600009026 · 1995 · External reference
Identifying restrictions of linear equations
10.1016/0304-4076(94)01664-l · 1995 · External reference
Unresolved reference
1996 · External reference
On the duality between long-run relations and common trends in the I(1) versus I(2) model
10.1080/07474939408800282 · 1994 · External reference
Unresolved reference
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On the determination of integration indices in I(2) systems
10.1016/0304-4076(95)01725-9 · 1996 · External reference
Optimal inference in cointegrated systems
10.2307/2938258 · 1991 · External reference
Unresolved reference
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