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Cointegration - an introduction

YouTubeBen Lambert

Cointegration - an introduction

This video explains what is meant by the concept of 'cointegration', and how it allows meaningful relationships between two or more non-stationary variables. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at ...

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