The role of the drift in I(2) systems

Paolo Paruolo

Statistical Methods & Applications, 1994, vol. 3, issue 1, 93-123

Keywords: multi-cointegration; polynomial cointegration; limiting Gaussian functional family; unit roots; vector autoregressive processes (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/BF02589043

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