Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Trend stationarity in the I(2) cointegration model
Anders Rahbek
, Hans Christian Kongsted, Clara Jørgensen
Department of Economics
69
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Trend stationarity in the I(2) cointegration model'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Cointegration Model
100%
I(2)
100%
Trend Stationarity
100%
I(1)
33%
Drift Term
33%
Joint Test
33%
Cointegrating Rank
33%
Stationary Component
33%
Mixed Gaussian
33%
Statistical Analysis
33%
Monetary Data
33%
Trend Stationary
33%
Mathematics
Statistical Analysis
100%
Cointegration
100%
Drift Term
100%
Stationarity
100%
Engineering
Stationarity
100%
Joints (Structural Components)
100%