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social science subjects > economics > econometrics > cointegration
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Preferred term

cointegration  

Definition

  • When a linear combination of nonstationary variables is stationary, the variables are said to be cointegrated, and the vector that defines the stationary linear combination is called a cointegration vector. A time series is stationary if its distribution does not vary over time. [Source: The SAGE Encyclopedia of Social Science Research Methods; Cointegration]

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URI

https://concepts.sagepub.com/social-science/concept/cointegration

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