Time-Series Analysis

Badi Baltagi

Chapter Chapter 14 in Solutions Manual for Econometrics, 2015, pp 383-408 from Springer

Keywords: Random Walk; Asymptotic Distribution; Positive Definite Matrix; Error Correction Term; Cointegrating Relationship (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/978-3-642-54548-1_14

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