Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

Erhverv og økonomi

• Asymptotic Distribution 51%
• Coefficients 32%
• Inference 36%
• Likelihood Ratio 68%
• Local Alternatives 62%
• Maximum Likelihood Estimator 52%
• Regression Model 35%
• Statistical Analysis 100%
• Vector Autoregressive Model 47%