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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Date: 2010-12-21 09:37:07		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 Add to Reading List Source URL: carecon.org.uk Download Document from Source Website File Size: 18,19 KB Share Document on Facebook