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Editorial introduces a special conference issue celebrating cointegration's 40th anniversary, summarizing key papers.
We introduce this special issue, based on the proceedings of a conference held in the Department of Economics in the University of Oxford from 7 to 9 April 2025, organised to commemorate the 40th anniversary of cointegration. Following a setting of the scene and discussion of the motivation for the conference, the papers are summarised in order of their appearance, setting out their relevance for the issue. Some brief remarks conclude the discussion.
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Banerjee et al. (2026) studied this question.
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