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Some thoughts on the development of cointegration |
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| Authors: | Clive W.J. Granger |
| Affiliation: | Department of Economics, University of California, San Diego, La Jolla, CA 92093-0508, United States |
| Abstract: | This paper describes how the notion of cointegration came about, and discusses some generalizations to indicate where the topic may go next. In particular, some issues in the analysis of possibly cointegrated quantile time series are discussed. |
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