A Primer On Cointegration with an Application to Money and Income
نویسنده
چکیده
David A. Dickey is a professor of statistics at North Carolina State University. Dennis W Jansen is an associate professor of economics at Texas A&M University and Daniel T Thornton is an assistant vice president at the Federal Bank of St. Louis. The authors would like to thank Mark Watson, Tom Fomby and David Small for helpful comments on an earlier draft of this article. Lora Holman and Kevin L. Kliesen provided research assistance.
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