Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends
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Bibliographic InfoArticle provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.
Volume (Year): 62 (2000)
Issue (Month): 5 (December)
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"Inappropriate Detrending and Spurious Cointegration,"
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- Aurelijus Dabušinskas, 2005. "Money and Prices in Estonia," Bank of Estonia Working Papers, Bank of Estonia 2005-07, Bank of Estonia, revised 10 Nov 2005.
- Hassler, Uwe, 2002. "The Effect of Linear Time Trends on Cointegration Testing in Single Equations," Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) 37698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
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