Trend-Stationarity in the I(2) Cointegration Model

Keyphrases

• Asymptotic Distribution 33%
• Cointegrating Rank 33%
• Cointegration Model 100%
• Drift Term 33%
• I(1) 33%
• I(2) 100%
• Joint Test 33%
• Monetary Data 33%
• Stationary Component 33%
• Statistical Analysis 33%
• Statistical Methods 33%
• Trend Stationarity 100%
• Trend Stationary 33%

Mathematics

• Asymptotic Distribution 100%
• Cointegration 100%
• Drift Term 100%
• Stationarity 100%
• Statistical Analysis 100%
• Statistical Method 100%

Engineering

• Illustrates 100%
• Joints (Structural Components) 100%
• Stationarity 100%