Likelihood-based inference in cointegrated vector autoregressive models Søren Johansen

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Publication details: Oxford Oxford University Press 1995Description: x, 267 p. : ill. ; 25 cmISBN:

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Item type: Books

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Current library	Call number	Status	Date due	Barcode
Anna Centenary Library	330.015195 JOH (Browse shelf(Opens below))	Available		182601

Includes indexes. Bibliography: p. [255]-260

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