Abstract
To do the cointegration analysis the number of lagged differences k - 1 = k1 in the ECM
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© 1998 Springer-Verlag Berlin Heidelberg
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Mentzel, SM. (1998). The Cointegration Analysis for the Case of Deterministic Cointegration and Tests with Respect to the Parameters of the Error Correction Model. In: Real Exchange Rate Movements. Contributions to Economics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-59017-7_4
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DOI: https://doi.org/10.1007/978-3-642-59017-7_4
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1081-3
Online ISBN: 978-3-642-59017-7
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