Cointegration and Error Correction Models. Introduction Assess the importance of stationary variables when running OLS regressions. Describe the Dickey-Fuller.
1 Price behaviour under competition in UK Domestic Electricity Supply Monica Giulietti, Jesus Otero and Michael Waterson Presented by Michael Waterson,
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Nonstationary Time Series Data and Cointegration Prepared by Vera Tabakova, East Carolina University.
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Frequency Domain Techniques i n Forecasting with ARIMA Model
