Titlebook: Cointegration; for the Applied Econ B. Bhaskara Rao (Associate Professor in Economics) Book 1994 B. Bhaskara Rao 1994 cointegration.integra

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Sequences and Their Applications - SETA 2014d are denoted .(1). The level of such variables can become arbitrarily large or small so there is no tendency for them to revert to their mean level. Indeed, neither the mean nor the variance is a meaningful concept for such variables.

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Trend, Unit Root and Structural Change in Macroeconomic Time Series,ser (1982) which found that most macroeconomic variables have a univariate time series structure with a unit root has catalysed a burgeoning research program with both empirical and theoretical dimensions.

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Diagnostic Testing: An Application to the Demand for M1,ired for . to be the best linear unbiased estimator (.) appear to be violated. These assumptions include a serially uncorrelated and homoscedastic error term, absence of correlation between the error term and the regressors and correct specification of the conditional mean function, i.e. no omitted variables and appropriate functional form.

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