On the interactions of unit roots and exogeneity (Q4860427)
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scientific article; zbMATH DE number 834216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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