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2200-F18;Econometrics II
Video and Review Quiz 3-05: Introduction to Cointegration
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2200-F18;Econometrics II
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Video and Review Quiz 3-05: Introduction to Cointegration
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Video and Review Quiz 3-05: Introduction to Cointegration
Video: An Introduction to Cointegration: A Simple Example (8:14 minutes)
Review Quiz 3-05: Introduction to Cointegration (7 questions)
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Video and Review Quiz 3-04: The Augmented Dickey-Fuller (ADF) Unit Root Test in an AR(p) Model
Video and Review Quiz 3-06: The Engle-Granger Two-Step Cointegration Analysis