Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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Date: 2008-01-17 10:48:13 Mathematical finance Cointegration Unit root Johansen test Vector autoregression Regression analysis Statistical hypothesis testing Economic model Stationary process Statistics Time series analysis Econometrics		Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated Add to Reading List Source URL: federalreserve.gov Download Document from Source Website File Size: 220,90 KB Share Document on Facebook

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