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The top documents tagged [concept of cointegration]
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Cointegration and Error Correction Models. Introduction Assess the importance of stationary variables when running OLS regressions. Describe the Dickey-Fuller
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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Auto Regressive Models
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curs9
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j.1368-423X.2004.00145.x.pdf
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STAT 497 LECTURE NOTE 12
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