Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration

Energy Policy

Volumn 37, Issue 8, 2009, Pages 3205-3211

  Lean, Hooi Hooi ^a   Smyth, Russell ^b  

^a SCHOOL OF PHYSICS   (Malaysia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Energy consumption; Fractional integration; Long memory

Indexed keywords

ENERGY CONSUMPTION; FRACTIONAL INTEGRATION; INDUSTRIAL SECTOR; LONG MEMORIES; LONG MEMORY; NON-STATIONARY SERIES; PETROLEUM CONSUMPTION; RESIDENTIAL SECTORS; STANDARD DEVIATION; STATIONARY PROCESS; UNIT ROOT; UNIVARIATE;

DYNAMICS; HYDROELECTRIC POWER; LAGRANGE MULTIPLIERS; TESTING;

ENERGY UTILIZATION;

ENERGY EFFICIENCY; ENERGY PLANNING; FUEL CONSUMPTION; INTEGRATED APPROACH; MULTIVARIATE ANALYSIS;

NORTH AMERICA; UNITED STATES;

EID: 65749104202     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2009.04.017     Document Type: Article

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