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

Keyphrases

• Log-likelihood Ratio 40%
• Smooth Parametrization 40%
• Maximum Distribution 40%
• Limit Function 40%
• Parametrization 40%
• Local Alternatives 40%
• Asymptotic Inference 40%
• Regression Model 40%

Mathematics

• Limit Function 100%
• Parametric 100%
• Log Likelihood Ratio 100%