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Single Equation Conditional Error Correction Model Based Tests for Cointegration Author info | Abstract | Publisher info | Download info | Related research | Statistics Zivot, E.
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Paper provided by Department of Economics at the University of Washington in its series Discussion Papers in Economics at the University of Washington with number
94-12.
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Length: 36 pages
Date of creation: 1994Date of revision:
Handle: RePEc:fth:washer:94-12Contact details of provider: Postal: Box 353330, Seattle, WA 98193-3330 Email: Web page: http://www.econ.washington.edu/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).
Keywords: econometrics ; Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
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RBA Research Discussion Papers
rdp2006-01, Reserve Bank of Australia.
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G. Everaert, 2007.
"Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
07/452, Ghent University, Faculty of Economics and Business Administration.
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