Time-series econometrics, When and how so-called spurious

Time-series econometrics

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Reference no: EM131143138

Time-series Econometrics

1. When and how so-called spurious regressions take place in time-series econometrics.

2. Describe the Engle-Granger cointegration test procedures in a bivariate case.

Reference no: EM131143138

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