Time Series Econometrics and Commodity Price Analysis: A Review
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Volume (Year): 62 (1994)
Issue (Month): 02 (August)
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- Tom Doan, . "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
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- Myers, Robert J., 1992. "Time Series Econometrics and Commodity Price Analysis," 1992 Conference (36th), February 10-13, 1992, Canberra, Australia 146550, Australian Agricultural and Resource Economics Society.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 99-125.
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