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Browsing Electronic Theses and Dissertations by Subject "Jansen's methods"

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Browsing Electronic Theses and Dissertations by Subject "Jansen's methods"

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  • Ssekuma, Rajab (2011-06)
    This study estimates cointegration models by applying the Engle-Granger (1989) two-step es- timation procedure, the Phillip-Ouliaris (1990) residual-based test and Johansen's multivariate technique. The cointegration ...

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