Likelihood-based inference in cointegated vector autoregressive models / Soren Johansen

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Bibliographic Details
Main Author:	Johansen , Soren
Format:	Book
Language:	English
Published:	Oxford: Univ. pr., 1996.
Subjects:	1.Ststistical mathematics 2. Econometrics
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UL

Holdings details from UL
Call Number:	519.536 J651
Copy 1996	Not For Loan