Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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Publication:4220582
DOI10.1093/0198774508.001.0001zbMath0928.62069OpenAlexW4230206799MaRDI QIDQ4220582
Publication date: 25 November 1998
Full work available at URL: https://doi.org/10.1093/0198774508.001.0001
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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