Essays on Econometrics of Cointegration
University of Helsinki, Department of Economics from Department of Economics
Nonstationary time series arising from autoregressice models with roots on or near the unit circle have been an intensive subject of econometric reseach during the last twenty years. Heikki Kauppi's doctoral dissertation deals with several topics in the area of theoretical econometrics of integrated, near integrated, and cointegrated time series.
Keywords: ECONOMETRICS; TIME SERIES (search for similar items in EconPapers)
JEL-codes: C00 C10 C22 C32 (search for similar items in EconPapers)
Pages: 148 pages
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Persistent link: https://EconPapers.repec.org/RePEc:fth:helsec:84
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