The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
| Year of publication: |
1994
|
|---|---|
| Authors: | Haldrup, Niels |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 63.1994, 1, p. 153-181
|
| Publisher: |
Elsevier |