This article develops test procedures for checking the validity of general normalizing restrictions imposed on cointegrating vectors in vector autoregressive processes. Such test procedures are of importance because normalizing restrictions, possibly combined with overidentifying restrictions,...

Deciding the order of differencing is an important part in the specification of an autoregressive integrated moving average (ARIMA) mode. In most, though not all, cases this means deciding whether to use the original observations or their first differences. Common test procedures used in this...