On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210): Difference between revisions

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On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices.
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    On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (English)
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    15 July 2002
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    Cointegration
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    Identification
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    Monte Carlo
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    Systems
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