| dc.contributor.author | JOHANSEN, Soren | en |
| dc.contributor.author | LUETKEPOHL, Helmut | en |
| dc.date.accessioned | 2005-10-08T09:28:16Z | |
| dc.date.available | 2005-12-08T17:30:10Z | |
| dc.date.created | 2005 | en |
| dc.date.issued | 2005 | en |
| dc.identifier.citation | Econometric Theory, 2005, 21, 3, 653-658. | en |
| dc.identifier.uri | https://hdl.handle.net/1814/3149 | |
| dc.description.abstract | We 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.iso | en | en |
| dc.relation.ispartof | Econometric Theory | |
| dc.title | A Note on Testing Restrictions for the Cointegration Parameters of a VAR with I(2)
Variables | en |
| dc.type | Article | en |
| dc.identifier.doi | 10.1017/S0266466605050280 | |
| dc.neeo.contributor | JOHANSEN|Soren|aut| | |
| dc.neeo.contributor | LUETKEPOHL|Helmut|aut|EUI70007 | |
| dc.identifier.volume | 21 | |
| dc.identifier.startpage | 653 | |
| dc.identifier.endpage | 658 | |