Likelihood-based inference in cointegrated vector autoregressive models

書誌事項

Likelihood-based inference in cointegrated vector autoregressive models

Søren Johansen

(Advanced texts in econometrics)

Oxford University Press, 1995

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  • : pbk

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注記

Paperback edition reprinted 1996: xii, 267 p.

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

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