The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208)

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The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
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    The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (English)
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    14 June 1995
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    asymptotic theory
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    Brownian motion
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    cointegration
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    double unit root
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    least squares regression
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    single-equation regression models
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    I(1) and I(2) variables
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    deterministic components
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    Gaussian inference
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    residual- based Dickey-Fuller class of tests
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    noncointegration
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    money demand
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