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Time Series Analysis, Cointegration, and Applications

Clive W.J. Granger

American Economic Review · 2004 · Volume 94 · Issue 3

DOI: 10.1257/0002828041464669

Keywords

Single Equation Models, Single Variables: Time-Series Models, Dynamic Quantile Regressions, Dynamic Treatment Effect Models, Diffusion Processes, Multiple or Simultaneous Equation Models: Time-Series Models

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