Likelihood-based inference in cointegrated vector autoregressive models

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Bibliographic Information

Title
"Likelihood-based inference in cointegrated vector autoregressive models"
Statement of Responsibility
Søren Johansen
Publisher
  • Oxford University Press
Publication Year
  • 1995
Book size
25 cm
Series Name / No
  • :
  • : pbk

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Notes

Paperback edition reprinted 1996: xii, 267 p.

Includes bibliographical references (p. [255]-260) and indexes

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