Likelihood-based inference in cointegrated vector autoregressive models
- Author
- Søren Johansen
- Publisher
- Oxford University Press, USA
- Language
- English
- Year
- 1996
- Page
- 280
- ISBN
- 0198774508,9780198774501,0198774494,9780198774495,9780191525063
- File Type
- pdf
- File Size
- 3.9 MiB
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