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Google Keyword Rankings for : engle cointegration and error correction
1
https://www.jstor.org/stable/1913236
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https://www.jstor.org/stable/1913236
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2
https://ideas.repec.org/a/ecm/emetrp/v55y1987i2p251-76.html
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https://ideas.repec.org/a/ecm/emetrp/v55y1987i2p251-76.html
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3
https://warwick.ac.uk/fac/soc/economics/staff/gboero/personal/hand2_cointeg.pdf
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https://warwick.ac.uk/fac/soc/economics/staff/gboero/personal/hand2_cointeg.pdf
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4
https://eprints.whiterose.ac.uk/9886/1/SERP2003001.pdf
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https://eprints.whiterose.ac.uk/9886/1/SERP2003001.pdf
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5
https://kevinkotze.github.io/ts-10-slide/
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https://kevinkotze.github.io/ts-10-slide/
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6
https://www.researchgate.net/publication/24130215_The_Error_Correction_Model_as_a_Test_for_Cointegration
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https://www.researchgate.net/publication/24130215_The_Error_Correction_Model_as_a_Test_for_Cointegration
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7
https://www.federalreserve.gov/pubs/ifdp/1992/431/ifdp431.pdf
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https://www.federalreserve.gov/pubs/ifdp/1992/431/ifdp431.pdf
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8
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.3990130206
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https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.3990130206
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9
https://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=1038&context=eri
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https://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=1038&context=eri
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10
https://en.wikipedia.org/wiki/Error_correction_model
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https://en.wikipedia.org/wiki/Error_correction_model
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11
https://www.lexjansen.com/nesug/nesug05/an/an10.pdf
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https://www.lexjansen.com/nesug/nesug05/an/an10.pdf
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12
https://www.mathworks.com/help/econ/identifying-single-cointegrating-relations.html
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https://www.mathworks.com/help/econ/identifying-single-cointegrating-relations.html
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13
https://www.tandfonline.com/doi/pdf/10.1080/00036840412331315051
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https://www.tandfonline.com/doi/pdf/10.1080/00036840412331315051
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14
https://core.ac.uk/download/pdf/7052578.pdf
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https://core.ac.uk/download/pdf/7052578.pdf
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15
https://www.sciencedirect.com/science/article/pii/0165188988900541
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https://www.sciencedirect.com/science/article/pii/0165188988900541
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16
https://dash.harvard.edu/bitstream/handle/1/3221492/campbell_interpretingcointegrated.pdf?sequence=2&origin=publication_detail
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https://dash.harvard.edu/bitstream/handle/1/3221492/campbell_interpretingcointegrated.pdf?sequence=2&origin=publication_detail
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17
https://faculty.washington.edu/ezivot/econ584/notes/cointegration.pdf
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https://faculty.washington.edu/ezivot/econ584/notes/cointegration.pdf
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18
https://sites.pitt.edu/~jch61/PS2740/Notes_and_Slides/TSCS_Week5_ECMs.pdf
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https://sites.pitt.edu/~jch61/PS2740/Notes_and_Slides/TSCS_Week5_ECMs.pdf
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19
https://www.eco.uc3m.es/jgonzalo/teaching/phdtimeseries/cointeeviews.pdf
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20
http://fmwww.bc.edu/repec/bocode/e/egranger.html
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21
https://absalon.instructure.com/files/1611038/download?download_frd=1
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https://absalon.instructure.com/files/1611038/download?download_frd=1
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22
http://www-stat.wharton.upenn.edu/~steele/Courses/434F2005/Context/Co-integration/Murray93DrunkAndDog.pdf
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http://www-stat.wharton.upenn.edu/~steele/Courses/434F2005/Context/Co-integration/Murray93DrunkAndDog.pdf
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23
http://qed.econ.queensu.ca/pub/faculty/mackinnon/papers/ecm-final.pdf
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http://qed.econ.queensu.ca/pub/faculty/mackinnon/papers/ecm-final.pdf
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24
https://www.econometrics-with-r.org/16-3-cointegration.html
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https://www.econometrics-with-r.org/16-3-cointegration.html
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25
https://absalon.ku.dk/courses/27494/files/2418269/download?verifier=u4iUNq4W3lOKJPO79S7ICPjWYHO291keAlqGMjMx&download_frd=1
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26
http://staff.utia.cas.cz/barunik/files/appliedecono/Lecture7.pdf
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http://staff.utia.cas.cz/barunik/files/appliedecono/Lecture7.pdf
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27
https://www.semanticscholar.org/paper/Co-integration-and-error-correction%3A-estimation-and-Engle-Granger/9885b611792aedb706ba905e610b4a0a409d5984
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https://www.semanticscholar.org/paper/Co-integration-and-error-correction%3A-estimation-and-Engle-Granger/9885b611792aedb706ba905e610b4a0a409d5984
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28
http://www.learneconometrics.com/class/5263/notes/Cointegration%20and%20the%20ECM.pdf
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http://www.learneconometrics.com/class/5263/notes/Cointegration%20and%20the%20ECM.pdf
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29
https://www.stata.com/manuals13/tsvecintro.pdf
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https://www.stata.com/manuals13/tsvecintro.pdf
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30
https://www.cambridge.org/core/journals/political-analysis/article/an-essay-on-cointegration-and-error-correction-models/018D2BB9CDEDFF977DB67B1B2012DBD8
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https://www.cambridge.org/core/journals/political-analysis/article/an-essay-on-cointegration-and-error-correction-models/018D2BB9CDEDFF977DB67B1B2012DBD8
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31
http://people.exeter.ac.uk/jehd201/HEMM_Ch7.pdf
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http://people.exeter.ac.uk/jehd201/HEMM_Ch7.pdf
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32
https://escholarship.org/content/qt4cq4773c/qt4cq4773c_noSplash_b22b92fef16bddb3abb793e945bf263a.pdf
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33
https://towardsdatascience.com/the-error-correction-model-for-co-integrated-time-series-and-checking-parameter-stability-a60bbdafb9e4
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https://towardsdatascience.com/the-error-correction-model-for-co-integrated-time-series-and-checking-parameter-stability-a60bbdafb9e4
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34
http://www.ecostat.unical.it/Algieri/Didattica/Financial%20Markets/Tutorials/Lecture_L5_Time%20Series%20ECM.pdf
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http://www.ecostat.unical.it/Algieri/Didattica/Financial%20Markets/Tutorials/Lecture_L5_Time%20Series%20ECM.pdf
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35
https://www.aptech.com/blog/a-guide-to-conducting-cointegration-tests/
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https://www.aptech.com/blog/a-guide-to-conducting-cointegration-tests/
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36
https://cmi.comesa.int/wp-content/uploads/2016/03/Ole-Rummel-2-Feb-Cointegration-and-error-correction-1.pdf
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https://cmi.comesa.int/wp-content/uploads/2016/03/Ole-Rummel-2-Feb-Cointegration-and-error-correction-1.pdf
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37
https://link.springer.com/article/10.1007/BF00939017
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https://link.springer.com/article/10.1007/BF00939017
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38
https://asejaiqjsae.journals.ekb.eg/article_152502_905171709a7c23f807c69142889f3a90.pdf
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https://asejaiqjsae.journals.ekb.eg/article_152502_905171709a7c23f807c69142889f3a90.pdf
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39
https://www.econstor.eu/bitstream/10419/128999/1/wp_431.pdf
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https://www.econstor.eu/bitstream/10419/128999/1/wp_431.pdf
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40
https://web.sgh.waw.pl/~atoroj/econometric_methods/lecture_9_ecm.pdf
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https://web.sgh.waw.pl/~atoroj/econometric_methods/lecture_9_ecm.pdf
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41
https://repub.eur.nl/pub/2089/3484.pdf
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https://repub.eur.nl/pub/2089/3484.pdf
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42
https://www.richmondfed.org/-/media/RichmondFedOrg/publications/research/economic_review/1991/pdf/er770301.pdf
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https://www.richmondfed.org/-/media/RichmondFedOrg/publications/research/economic_review/1991/pdf/er770301.pdf
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43
https://ftp.iza.org/dp3306.pdf
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https://ftp.iza.org/dp3306.pdf
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44
https://www.princeton.edu/~mwatson/papers/watson_hoe_1994.pdf
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https://www.princeton.edu/~mwatson/papers/watson_hoe_1994.pdf
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45
https://stats.stackexchange.com/questions/581944/error-correction-model-and-vector-error-correction-model-and-their-error-correct
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https://stats.stackexchange.com/questions/581944/error-correction-model-and-vector-error-correction-model-and-their-error-correct
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46
https://www.bauer.uh.edu/rsusmel/phd/ec2-7.pdf
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https://www.bauer.uh.edu/rsusmel/phd/ec2-7.pdf
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47
http://www2.hawaii.edu/~gangnes/427lect23_slides.ppt
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http://www2.hawaii.edu/~gangnes/427lect23_slides.ppt
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48
https://hal.archives-ouvertes.fr/hal-02454971/document
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https://hal.archives-ouvertes.fr/hal-02454971/document
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49
https://koreascience.kr/article/JAKO202133452433038.page
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https://koreascience.kr/article/JAKO202133452433038.page
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50
https://pages.uoregon.edu/mthoma/Papers/Modeling%20and%20Forecasting%20Cointegrated%20Variables.pdf
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https://pages.uoregon.edu/mthoma/Papers/Modeling%20and%20Forecasting%20Cointegrated%20Variables.pdf
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51
https://dergipark.org.tr/tr/download/article-file/69854
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https://dergipark.org.tr/tr/download/article-file/69854
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52
https://gvpt.umd.edu/sites/gvpt.umd.edu/files/pubs/ennsKellyMasakiWohlfarth_RAP2016.pdf
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https://gvpt.umd.edu/sites/gvpt.umd.edu/files/pubs/ennsKellyMasakiWohlfarth_RAP2016.pdf
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53
http://www.fsb.miamioh.edu/lij14/672_s13.pdf
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54
https://uir.unisa.ac.za/bitstream/handle/10500/4821/thesis_ssekuma-r.pdf?sequence=1
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https://uir.unisa.ac.za/bitstream/handle/10500/4821/thesis_ssekuma-r.pdf?sequence=1
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55
https://cyberleninka.org/article/n/1511144.pdf
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https://cyberleninka.org/article/n/1511144.pdf
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56
http://theeconomicsociety.org/wp-content/uploads/2017/07/ES1004ebe_lecture10.pdf
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http://theeconomicsociety.org/wp-content/uploads/2017/07/ES1004ebe_lecture10.pdf
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57
https://politicalscience.uwo.ca/faculty/lebo/img/journal_pdfs/The%20GECM%20in%20Practice.pdf
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58
https://cran.r-project.org/web/packages/tsDyn/vignettes/ThCointOverview.pdf
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59
http://stats.lse.ac.uk/q.yao/qyao.links/paper/tyz.pdf
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60
https://dr.lib.iastate.edu/bitstreams/8b486462-7975-4f61-92a2-ee49d8b56b2b/download
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61
https://prasunbiswas90.medium.com/error-correction-model-ecm-an-intuitive-guide-c8e33bf6cb8f
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62
https://repository.up.ac.za/bitstream/handle/2263/23964/04chapter4.pdf?sequence=5&isAllowed=y
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64
https://economia.uniroma2.it/master-science/economics/corso/asset/YTo0OntzOjI6ImlkIjtzOjM6IjY5NSI7czozOiJpZGEiO3M6NToiMTM5NzMiO3M6MjoiZW0iO047czoxOiJjIjtzOjU6ImNmY2QyIjt9
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65
https://www.coursehero.com/file/150028578/lecture-week16-1-Engle-Granger-approachpdf/
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66
https://www.studocu.com/en-us/document/brooklyn-college/applied-macroeconometrics/multivariate-models-i-cointegration-and-error-correction-models/1276340
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67
http://studentsrepo.um.edu.my/407/5/CHAP4.pdf
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http://studentsrepo.um.edu.my/407/5/CHAP4.pdf
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68
https://www.gtap.agecon.purdue.edu/resources/download/5965.pdf
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69
https://journals.sagepub.com/doi/full/10.1177/2053168017713059
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70
https://rcer.econ.rochester.edu/RCERPAPERS/rcer_502.pdf
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71
https://statmath.wu.ac.at/~hauser/LVs/FinEtricsQF/FEtrics_Chp4.pdf
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72
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73
https://qipsr.as.uky.edu/sites/default/files/mitchelltimeserieslecture102013.pdf
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https://qipsr.as.uky.edu/sites/default/files/mitchelltimeserieslecture102013.pdf
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74
http://www.sciepub.com/reference/32738
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http://www.sciepub.com/reference/32738
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75
https://www.diva-portal.org/smash/get/diva2:823085/FULLTEXT02.pdf
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76
https://people.bath.ac.uk/bm232/EC50162/Cointegration.doc
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77
https://www.ssc.wisc.edu/~cengel/PublishedPapers/CointNoteJIMF.pdf
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https://www.ssc.wisc.edu/~cengel/PublishedPapers/CointNoteJIMF.pdf
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78
http://pluto.huji.ac.il/~msdfels/pdf/SPATIAL%20ERROR%20CORRECTION%20SpECM4.pdf
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http://pluto.huji.ac.il/~msdfels/pdf/SPATIAL%20ERROR%20CORRECTION%20SpECM4.pdf
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80
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https://eldorado.tu-dortmund.de/bitstream/2003/5004/1/2000_02.pdf
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81
https://www.academia.edu/1261069/The_error_correction_model_as_a_test_for_cointegration
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https://www.academia.edu/1261069/The_error_correction_model_as_a_test_for_cointegration
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82
http://ies.fsv.cuni.cz/default/file/download/id/29973
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83
https://mpra.ub.uni-muenchen.de/98322/1/MPRA_paper_98322.pdf
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84
https://www3.stat.sinica.edu.tw/sstest/password.asp?vol=26&num=4&art=7
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https://www3.stat.sinica.edu.tw/sstest/password.asp?vol=26&num=4&art=7
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85
http://www.ruf.rice.edu/~econ/papers/2003papers/08Chang.pdf
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http://www.ruf.rice.edu/~econ/papers/2003papers/08Chang.pdf
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86
https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/etsug/etsug_varmax_details49.htm
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87
https://cadmus.eui.eu/bitstream/handle/1814/623/ECO97-14.pdf
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https://cadmus.eui.eu/bitstream/handle/1814/623/ECO97-14.pdf
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88
https://rdrr.io/cran/egcm/man/egcm.html
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89
http://www.fhi.sk/files/katedry/kove/predmety/Prognosticke_modely/Analysis-of-Multiple-Time-Series.pdf
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http://www.fhi.sk/files/katedry/kove/predmety/Prognosticke_modely/Analysis-of-Multiple-Time-Series.pdf
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90
http://www.nuff.ox.ac.uk/Politics/papers/2005/Keele%20DeBoef%20ECM%20041213.pdf
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91
https://www.slideshare.net/adityaag68/cointegration-and-error-correction-model
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https://www.slideshare.net/adityaag68/cointegration-and-error-correction-model
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92
https://slideplayer.com/slide/781066/
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93
https://www.reddit.com/r/econometrics/comments/688205/quick_questions_about_cointegration_and_error/
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94
https://peterenns.org/media/EnnsMasakiKelly_ECM_9.25.14.pdf
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95
https://forums.eviews.com/viewtopic.php?t=4331
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