Dynamic Modelling of Energy Demand : A Guided Tour Through the Jungle of Unit Roots and Cointegration
AbstractThis paper provides a detailed survey of the recent literature on unit roots and cointegration, and relates the concepts to the estimation of energy demand relationships The special features and properties of non-stationary time-series are discussed, including the relevant asymptotic theory.
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Bibliographic InfoPaper provided by Aarhus School of Business - Department of Economics in its series Papers with number 97-6.
Length: 43 pages
Date of creation: 1997
Date of revision:
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Postal: Department of Economics, Faculty of Business Administration. The Aarhus School of Business. Fuglesangs Alle 4. DK- 8210 Aarhus V - Denmark
Phone: +45 89 486396
Fax: +45 8615 5175
Web page: http://www.asb.dk/about/departments/nat.aspx
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- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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