Interpreting cointegrated models.

*(English)*Zbl 0709.62528##### MSC:

62-XX | Statistics |

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\textit{J. Y. Campbell} and \textit{R. J. Shiller}, J. Econ. Dyn. Control 12, No. 2--3, 505--522 (1988; Zbl 0709.62528)

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##### References:

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