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In this paper we describe a method for testing the null of no cointegration in. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, SPECIAL ISSUE 1999. Unacceptably low power when applied to series of only moderate length. Peter E. Kennedy is a professor of economics at Simon Fraser University. Cointegration for the applied alilat fusion persona 3 guide, 47112. New York: St. Johansens approach, which has been used extensively mznual applied work, provides a unified.

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