Testing the order of integration in a VAR model for I(2) variables
By: Fragiskos Archontakis
Series: EUI working paper. ECO -- 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.

Includes bibliographical references (p. 24-25).