Centered Seasonal Dummies

For econometric discussions not necessarily related to EViews.

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sweivE
Posts: 18
Joined: Thu Mar 03, 2011 5:21 am

Centered Seasonal Dummies

Postby sweivE » Sun Dec 25, 2011 12:44 pm

Hi

Can anyone explain why it is sometimes used in a cointegration context, and if it is applicable in a single long run equation (i.e, the Engle-Granger procedure).

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