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dc.contributor.authorJOHANSEN, Sorenen
dc.contributor.authorLUETKEPOHL, Helmuten
dc.date.accessioned2005-10-08T09:28:16Z
dc.date.available2005-12-08T17:30:10Z
dc.date.created2005en
dc.date.issued2005en
dc.identifier.citationEconometric Theory, 2005, 21, 3, 653-658.en
dc.identifier.urihttp://hdl.handle.net/1814/3149
dc.description.abstractWe give a brief introduction to the vector autoregressive model for cointegrated I(2) variables and show how some plausible economic relations can be formulated in the I(2) framework in such a way that likelihood ratio tests for their validity are asymptotically x(2) distributed.
dc.language.isoenen
dc.relation.ispartofEconometric Theory
dc.titleA Note on Testing Restrictions for the Cointegration Parameters of a VAR with I(2) Variablesen
dc.typeArticleen
dc.identifier.doi10.1017/S0266466605050280
dc.neeo.contributorJOHANSEN|Soren|aut|
dc.neeo.contributorLUETKEPOHL|Helmut|aut|EUI70007
dc.identifier.volume21
dc.identifier.startpage653
dc.identifier.endpage658


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