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Errors in Variables and Cointegration

Published online by Cambridge University Press:  11 February 2009

Victor Solo
Victor Solo
Affiliation:
Macquarie University
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Abstract

In this article it is shown how the cointegration or joint trending behavior of economic time series helps to alleviate the errors in variables problem.

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Type
Articles
Information
Econometric Theory , Volume 11 , Issue 1 , February 1995 , pp. 60 - 80
Copyright
Copyright © Cambridge University Press 1995

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References

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