Pitfalls in testing for long run relationships (Q1298439)

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Pitfalls in testing for long run relationships
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    Pitfalls in testing for long run relationships (English)
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    1998
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    cointegration
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    Engle-Granger test
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    Johansen test
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    explosive roots
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    stochastic roots
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    \(I(2)\)
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    fractional unit roots
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    deterministic trends
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    singular covariance matrix
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