Testing for Cointegration When Some of the Contributing Vectors are Known
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Many economic models imply that ratios, simple differences, or `spreads' of variables are I(0). In these models, cointegrating vectors are composed of 1's, 0's and -1's, and contain no unknown parameters. In this paper we develop tests for cointegration that can be applied when some of the
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美国国家经济研究局创建时间：
1994-12-01
