Titlebook: Kointegration und Fehlerkorrekturmodelle; Mit einer empirische Thomas Rüdel Book 1989 Physica-Verlag Heidelberg 1989 Integration.Regression

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ds and this chapter aims to provide some basic elements of the understanding now emerging from current research. Without doubt our understanding in these matters is far from perfect and some attempted rationalizations might be more safely regarded as preliminary. Indeed, much may remain unresolved w