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- Fri Oct 26, 2012 8:18 am
- Forum: CATS Questions
- Topic: Stochastic Trends
- Replies: 0
- Views: 10437
Stochastic Trends
Hi there, I have done some work on cointegration working with Cats and I have the following question: I want to analyze cross section cointegration by 1.) Carrying out a cointegration analysis for two systems 2) Extract the common stochastic trends from the MA-Representation for both system 3) Look ...