04.3.1 An I(2) Model for VAR(1) Processes

B-Tier
Journal: Econometric Theory
Year: 2004
Volume: 20
Issue: 3
Pages: 639-640

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This problem discusses an I(2) model in the VAR(1) case. The I(2) representation theorem of Johansen (1992) (JRT) holds also for VAR(1) processes. The I(2) model for VAR(k) processes has been discussed for k ≥ 2 in Johansen (1996, Ch. 9; 1997). We here discuss a parametrization for the I(2) case of VAR(1) that differs from the VAR(k) model.

Technical Details

RePEc Handle
repec:cup:etheor:v:20:y:2004:i:03:p:639-640_20
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-28