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Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Søren Johansen
Section of Applied Mathematics and Statistics
27
Citations (Scopus)
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Dive into the research topics of 'Statistical analysis of hypotheses on the cointegrating relations in the I(2) model'. Together they form a unique fingerprint.
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Business & Economics
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%