The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration
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Bibliographic InfoArticle provided by University of Finance and Management in Warsaw in its journal Contemporary Economics.
Volume (Year): 6 (2012)
Issue (Month): 2 (June)
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- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
- Fernández Macho, Francisco Javier, . "A Note on Wavelet Correlation and Cointegration," BILTOKI Biltoki;2013-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
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