Likelihood-based inference in cointegated vector autoregressive models / Soren Johansen
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Oxford:
Univ. pr.,
1996.
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| Subjects: | |
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| Physical Description: | xii,267p.; 23cm. |
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| Bibliography: | Bibliography:p. 254-260 * Includes index. |
| ISBN: | 0198774508 |