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Regional house price behaviour in the UK: application of a joint testing procedure

✍ Scribed by Steven Cook


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
224 KB
Volume
345
Category
Article
ISSN
0378-4371

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This paper discusses the practical application of identiΓΏcation in cointegrated systems. It will argue that in a common realistic modelling situation of a limited data set and the theory requirements of a fairly rich model, the techniques proposed in the existing literature are almost impossible to