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    The comparison of cointegration methods applications of Lithuanian’s economy modeling results by Viktorija Firkovič, Rimantas Rudzkis

    Published 2003-12-01
    “… Actual goal in the modeling of the Lithuania’s transition economy is to compare some different analysismethods of cointegrated time series: Johansen’s, Box–Tiao, Stock–Watson, Engle–Granger two step procedure and principal components analysis. …”
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