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Loading... Likelihood-Based Inference in Cointegrated Vector Autoregressive Modelsby Søren Johansen
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This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model. No library descriptions found. |
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![]() GenresMelvil Decimal System (DDC)330.015195Social sciences Economics Economics > Philosophy And Psychology MathematicsLC ClassificationRatingAverage: No ratings.Is this you?Become a LibraryThing Author. |