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A new approach for estimation of long-run relationships in economic analysis using Engle-Granger and artificial intelligence methods

Arshia Amiri, Ulf Gerdtham, Bruno Ventelou

Numéro du document : 2011-31
Mots clefs : Cointegration; Non-linear time series analysis; Augmented Engle-Granger; Vector error correction method; Artificial intelligence; Health economics