Time series, unit roots, and cointegration

Name: Time series, unit roots, and cointegration
Author: Phoebus J. Dhrymes

by Phoebus J. Dhrymes · 1998

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CointegrationTime-series analysisStochastic analysisEconometricsSerie chronologiqueEconometrieSeries chronologiquesStationaire processenTijdreeksenZeitreiheKointegrationAnalyse stochastique