Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen.
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Main Author: | |
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Format: | Book |
Language: | English |
Published: |
Oxford ; New York :
Oxford University Press,
1995.
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Series: | Advanced texts in econometrics.
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Subjects: |
Norlin Library - Stacks
Call Number: |
HB141 .J64 1995
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HB141 .J64 1995 | Available Place a Hold |