On the interactions of unit roots and exogeneity (Q4860427)

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scientific article; zbMATH DE number 834216
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On the interactions of unit roots and exogeneity
scientific article; zbMATH DE number 834216

    Statements

    On the interactions of unit roots and exogeneity (English)
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    2 May 1996
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    existence of unit roots
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    exogeneity of conditioning variables
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    cointegrated linear relationships
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    single equation conditional linear relations
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    Monte Carlo study
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    weak exogeneity
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    single equation estimation
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    integrated-cointegrated data
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    limiting distributions
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    finite sample behaviour
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