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Errors in Variables and Cointegration

Published online by Cambridge University Press:  11 February 2009

Victor Solo
Victor Solo
Affiliation:
Macquarie University
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Abstract

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.

Type
Articles
Information
Econometric Theory , Volume 11 , Issue 1 , February 1995 , pp. 60 - 80
Copyright
Copyright © Cambridge University Press 1995

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References

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