Normalization in cointegrated time series systems
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DOI: 10.1111/j.1540-5982.2009.01557.x
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References listed on IDEAS
- Rossana, Robert J., 1998. "On the adjustment matrix in error correction models," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 427-444, July.
- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
- Rossana, Robert J, 1995. "Technology Shocks and Cointegration in Quadratic Models of the Firm," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(1), pages 5-17, February.
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