The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
type: Item
instance of: scholarly article
title: The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
zbMATH Open document ID: 0814.62075
DOI: 10.1016/0304-4076(93)01564-3
author: Niels Haldrup
published in: Journal of Econometrics
publication date: 1995-06-14T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 706587
zbMATH Keywords: asymptotic theory
zbMATH Keywords: Brownian motion
zbMATH Keywords: cointegration
zbMATH Keywords: double unit root
zbMATH Keywords: least squares regression
zbMATH Keywords: single-equation regression models
zbMATH Keywords: I(1) and I(2) variables
zbMATH Keywords: deterministic components
zbMATH Keywords: Gaussian inference
zbMATH Keywords: residual- based Dickey-Fuller class of tests
zbMATH Keywords: noncointegration
zbMATH Keywords: money demand
MaRDI profile type: Publication
full work available at URL: 0304-4076(93)01564-3
OpenAlex ID: W2061609891
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description: scientific article; zbMATH DE number 706587