Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Book 9 of 26: Advanced Texts in Econometrics

Johansen, Soren|Johansen, Sren|Johansen, S|Oren

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ISBN 10: 0198774508 ISBN 13: 9780198774501
Published by OUP Oxford, 1995
Language: English
Condition: New Soft cover

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