1. What is the difference between the Unit root tests and the Engle-Granger cointegration? 2. what is...
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1. What is the difference between the Unit root tests and the Engle-Granger cointegration?
2. what is the relationship between cointegration and spurious regression?
Related Book For
Basic Statistics for the Behavioral Sciences
ISBN: 978-0840031433
6th edition
Authors: Gary W. Heiman
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