Dynamic Modelling of Energy Demand: A Guided Tour Through the Jungle of Unit Roots and Cointegration

T Engsted and Jan Bentzen

Working Papers from Aarhus School of Business - Department of Economics

Abstract: This 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.

Keywords: ENERGY; DEMAND (search for similar items in EconPapers)
JEL-codes: Q41 (search for similar items in EconPapers)
Date: 1997

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