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Cointegration ● Problem with differencing is that lose valuable long run information in the data ● One possible solution to this is cointegration methods which get long run solutions from non stationary variables Def
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Document Date: 2010-12-21 09:37:07
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Cointegration ● Problem with differencing is that lose valuable long run information in the data ● One possible solution to this is cointegration methods which get long run solutions from non stationary variables Def