Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions

Author: Doornik Jurgen A.  

Publisher: MDPI

E-ISSN: 2225-1146|5|2|19-19

ISSN: 2225-1146

Source: Econometrics, Vol.5, Iss.2, 2017-05, pp. : 19-19

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Abstract