Modelling Cointegrated Processes : Final report.
Our research concerned modelling strategies for cointegrated systems, required because distributions of estimators and tests are affected by data being integrated (denoted I(1)) and cointegrated. Its five main aims were to: 1. develop system analyses, with weak exogeneity tests, for small samples of...
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| 格式: | Report |
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Department of Economics (University of Oxford)
1998
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