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Essays on Econometrics of Cointegration

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Author Info
Kauppi, H.
Abstract

Nonstationary time series arising from autoregressice models with roots on or near the unit circle have been an intensive subject of econometric reseach during the last twenty years. Heikki Kauppi's doctoral dissertation deals with several topics in the area of theoretical econometrics of integrated, near integrated, and cointegrated time series.

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Publisher Info
Paper provided by Department of Economics in its series University of Helsinki, Department of Economics with number 84.

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Length: 148 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:helsec:84

Contact details of provider:
Postal: University of Helsinki; Department of Economics, P.O.Box 54 (Unioninkatu 37) FIN-00014 Helsingin Yliopisto
Phone: +358 9 191 8897
Fax: +358 9 191 8877
Email:
Web page: http://www.valt.helsinki.fi/katal/
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Related research
Keywords: ECONOMETRICS TIME SERIES

Find related papers by JEL classification:
C00 - Mathematical and Quantitative Methods - - General - - - General
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models

Statistics
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This page was last updated on 2008-7-29.


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