The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables |
scientific article |
Statements
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (English)
0 references
14 June 1995
0 references
asymptotic theory
0 references
Brownian motion
0 references
cointegration
0 references
double unit root
0 references
least squares regression
0 references
single-equation regression models
0 references
I(1) and I(2) variables
0 references
deterministic components
0 references
Gaussian inference
0 references
residual- based Dickey-Fuller class of tests
0 references
noncointegration
0 references
money demand
0 references
0 references
0 references
