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    Statements

    author
    Jennifer L. Castle
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    David F. Hendry
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    publication date
    5 April 2017
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    zbMATH Keywords
    Clive Granger
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    cointegration
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    nonsense regression
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    equilibrium correction
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    Granger representation theorem
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    Identifiers

    Mathematics Subject Classification ID
    62-03
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    62P20
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    62M10
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    01A70
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    91B84
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    zbMATH DE Number
    6701264
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