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Trend-Stationarity in the I(2) Cointegration Model
Clara Jørgensen, Hans Christian Kongsted,
Anders Christian Rahbek
Department of Economics
Department of Mathematical Sciences
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Dive into the research topics of 'Trend-Stationarity in the I(2) Cointegration Model'. Together they form a unique fingerprint.
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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%