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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models$

Søren Johansen

Print publication date: 1995

Print ISBN-13: 9780198774501

Published to British Academy Scholarship Online: November 2003

DOI: 10.1093/0198774508.001.0001

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(p.255) References

(p.255) References

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Oxford University Press

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