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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| 100 | |a Johansen , Soren |9 106136 | ||
| 245 | |a Likelihood-based inference in cointegated vector autoregressive models / |b Soren Johansen | ||
| 260 | |a Oxford: |b Univ. pr., |c 1996. | ||
| 300 | |a xii,267p.; |c 23cm. | ||
| 504 | |a Bibliography:p. 254-260 * Includes index. | ||
| 650 | |a 1.Ststistical mathematics |9 106137 | ||
| 650 | |a 2. Econometrics |9 106138 | ||
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