Econistics | Chapter 4 – Engle Granger Cointegration Model using OxMetrics
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Chapter 4 – Engle Granger Cointegration Model using OxMetrics

16 Jan Chapter 4 – Engle Granger Cointegration Model using OxMetrics

When the variables in the model are non-stationary then Engle Granger ECM method can be used to estimate the coefficients.

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