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