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

A-Tier
Journal: Journal of Econometrics
Year: 1994
Volume: 63
Issue: 1
Pages: 153-181

Authors (1)

Haldrup, Niels (Aarhus Universitet)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:63:y:1994:i:1:p:153-181
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25