Testing the order of integration in a VAR model for I(2) variables
By: Fragiskos Archontakis.
Contributors: European University Institute. Dept. of Economics.
Series: EUI working papers -- no. 2001/12; EUI working paper -- no. 2001/12
Publisher: European University Institute
Published: 2001
Place of publication: San Domenico (FI), Italy
Language: eng
Number of pages: 25
Subjects: Econometric models.; Mathematical statistics.
Notes: At head of title: European University Institute, Florence, Economics Department.