Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes Solution

Paolo Paruolo

Econometric Theory, 2005, vol. 21, issue 03, pages 665-666

Abstract: Let * be any basis of col( ) and * be any basis of col( ); we note col( ) = col( * ), col( ) = col( * ) so no distinction is made between and * , and * in the following discussion.

Date: 2005

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