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Revision as of 09:11, 5 March 2024

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MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS
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    MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS (English)
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    2 September 2001
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    cointegration
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    triangular systems
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    vector autoregressions
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    log-likelihood ratio
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