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Interpreting Cointegrated Models

Journal of Economic Dynamics and Control - Netherlands
doi 10.1016/0165-1889(88)90053-x
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Abstract

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Categories
ControlApplied MathematicsOptimizationEconometricsEconomics
Date

June 1, 1988

Authors
John Y. CampbellRobert J. Shiller
Publisher

Elsevier BV


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