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ISSUE 28, OCTOBER- NOVEMBER. In econometrics, the autoregressive conditional heteroskedasticity ( ARCH) model is a statistical model for time series data that describes the variance of the current error term or innovation as a function of the actual sizes of the previous time periods' error terms; often the variance is related to the squares of the previous innovations. Download the free trial version below to get started. Double- click the downloaded file to install the software.

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Journal of Economic Dynamics and Control. North- Holland STATISTICAL ANALYSIS OF COINTEGRATION VECTORS Soren JOHANSEN* University of Copenhagen, DK- 2100 Copenhagen, Denmark Received September 1987, final version received January 1988 We consider a nonstationary vector autoregressive.

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