Titlebook: Cointegration; for the Applied Econ B. Bhaskara Rao (Associate Professor in Economics) Book 1994 B. Bhaskara Rao 1994 cointegration.integra

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Sam Blake,Oscar Moreno,Andrew Z. Tirkelrics of unit roots and cointegration. The aim of the present paper is, as before, to provide a comprehensive overview of the field in a manner which minimises the technical knowledge required of the reader and which offers intuitive explanations wherever possible. Other useful surveys, at a slightly

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https://doi.org/10.1007/978-3-319-12325-7mic time series are characterized by a stochastic rather than deterministic nonstationarity has become prevalent. The seminal study of Nelson and Plosser (1982) which found that most macroeconomic variables have a univariate time series structure with a unit root has catalysed a burgeoning research

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Claude Carlet,Guangpu Gao,Wenfen Liurices are set as a markup over productivity-adjusted labour costs, the latter being determined by the expected inflation rate and the degree of demand pressure.. It is assumed further that expected inflation depends on past inflation. This model thus implies that wages and prices are causally relate

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Lecture Notes in Computer Scienceion model which is estimated by ordinary least squares (.), a series of diagnostic tests could be used to indicate whether any of the assumptions required for . to be the best linear unbiased estimator (.) appear to be violated. These assumptions include a serially uncorrelated and homoscedastic err

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