Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Author | : Soren Johansen |
Publisher | : |
Total Pages | : 278 |
Release | : |
ISBN-10 | : OCLC:473778263 |
ISBN-13 | : |
Rating | : 4/5 (63 Downloads) |
Book Synopsis Likelihood-Based Inference in Cointegrated Vector Autoregressive Models by : Soren Johansen
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