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CPS658 Sagaren P.
            1.  Johansen,  S.,  1995.  Likelihood-Based  Inference  in  Cointegrated  Vector
                 Auto-regressive Models. Oxford University Press, Inc., New York.
            2.  Hansen, H., Juselius, K., 1995. Cats in rats: co-integration analysis of time
                 series. Distributed by Estima,Evanston, IL
            3.  Doornik,  J.A.,  Nielsen,  B.  and  Hendry,  D.F.  (1998).  Inference  in
                 Cointegrating Models: UK M1 Revisited, Journal of Economic Surveys, 12,
                 533-572.
            4.  Ahking,F.W., 2002. Model mis-specification and Johansen’s co-integration
                 analysis:  an  application  to  the  US  money  demand.  Journal  of
                 Macroeconomics, 24, 51-56.



























































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