Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187)
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English | Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models |
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Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (English)
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28 November 1995
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