Testing the Order of Integration in a VAR Model for I(2) Variables

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Testing the Order of Integration in a VAR Model for I(2) Variables

ARCHONTAKIS, Fragiskos
Title: Testing the Order of Integration in a VAR Model for I(2) Variables
Author: ARCHONTAKIS, Fragiskos
Date: 2001
Publisher: European University Institute
Series/Report no.: EUI ECO; 2001/12
URI: http://hdl.handle.net/1814/766

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  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704