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Co-Integration and Error Correction: Representation, Estimation, and Testing
Robert F. Engle and C. W. J. Granger Econometrica55(2):251-276March1987.
to Tests. Correction, Dickey-Fuller Series, Co-Integration, Multivariate Vector Time Autoregression, Unit Roots, Error by deepgorge on Jul 20, 2006, 12:25 PM
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