Analyzing I(2) Systems by Transformed Vector Autoregressions

Hans Christian Kongsted, Heino Bohn Nielsen

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Abstract

Originalsprog	Engelsk
Udgivelsessted	Cph.
Udgiver	Department of Economics, University of Copenhagen
Antal sider	20
Status	Udgivet - 2002

@techreport{c0401990e75e11dbbee902004c4f4f50,

title = "Analyzing I(2) Systems by Transformed Vector Autoregressions",

abstract = " ",

author = "Kongsted, {Hans Christian} and Nielsen, {Heino Bohn}",

note = "JEL Classification: C32, C51, C52, F41",

year = "2002",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}