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Chapter 12 Regression with Time-Series Data: Nonstationary Variables

Chapter 12 Regression with Time-Series Data: Nonstationary Variables. Walter R. Paczkowski Rutgers University. Chapter Contents. 12.1 Stationary and Nonstationary Variables 12.2 Spurious Regressions 12 .3 Unit Root Tests for Nonstationarity 12 .4 Cointegration

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Chapter 12 Regression with Time-Series Data: Nonstationary Variables