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- W2487316860 abstract "Abstract We define the I(2) model as a sub‐model of the general vector autoregressive model and discuss various modifications of the model by restricting the deterministic terms. We derive a misspecification test for I(2)components, in order to check the validity of the I(1) model." @default.
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- W2487316860 date "1995-12-28" @default.
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- W2487316860 title "The I(2) Model and a Test for I(2)" @default.
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- W2487316860 doi "https://doi.org/10.1093/0198774508.003.0009" @default.
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