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The following pages link to MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071):

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Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) ‎ (← links)

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