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The Statistical Theory of Linear Systems E. J. Hannan and Manfred Deistler John Wiley & Sons, 1988
Solo, Victor
- In:
Econometric Theory
8
(
1992
)
01
,
pp. 135-143
Persistent link: https://www.econbiz.de/10008739899
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Errors in Variables and Cointegration
Solo, Victor
- In:
Econometric Theory
11
(
1995
)
01
,
pp. 60-80
In this article it is shown how the cointegration or joint trending behavior of economic time series helps to alleviate the errors in variables problem.
Persistent link: https://www.econbiz.de/10005411623
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