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Likelihood-based inference in cointegrated vector autoregressive models

Johansen, Soren

Likelihood-based inference in cointegrated vector autoregressive models - Oxford : Oxford Univ. Press, 1995 - 267

ISBN: 0198774508

Subjects--Topical Terms:
ECONOMETRIC MODELS
AUTOREGRESSION (STATISTICS)

LC Class. No.: HB141 / J632L

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