Analysing I(2) systems by transformed vector autoregressions

Hans Christian Kongsted, Heino Bohn Nielsen

12 Citations (Scopus)

Original language	English
Journal	Oxford Bulletin of Economics and Statistics
Volume	66
Issue number	3
Pages (from-to)	379-397
ISSN	0305-9049
DOIs	https://doi.org/10.1111/j.1468-0084.2004.00084.x
Publication status	Published - 2004

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title = "Analysing I(2) systems by transformed vector autoregressions",

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

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T1 - Analysing I(2) systems by transformed vector autoregressions

AU - Kongsted, Hans Christian

AU - Nielsen, Heino Bohn

N1 - JEL Classification: C32, C51, C52

PY - 2004

Y1 - 2004

U2 - 10.1111/j.1468-0084.2004.00084.x

DO - 10.1111/j.1468-0084.2004.00084.x

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JO - Oxford Bulletin of Economics and Statistics

JF - Oxford Bulletin of Economics and Statistics

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