Co-integration, error correction, and the econometric analysis of non-stationary data txt download
Cointegration is a statistical property of a collection (X 1, X 2, ..., X k) of time series variables. First, all of the series must be integrated of order d (see ...
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analysis of one on the other will tend to produce an apparently statistically significant relationship and ... download Co-integration, error correction, and the econometric analysis of non-stationary data kindle
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