Cointegration and Unit Roots.
This paper provides an updated survey of a burgeoning literature in testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non-stationary variables which seem to characterize faithfully the properties of many macroeconomic ti...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
1990
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