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subject:"Estimation theory"
subject:"USA"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Johansen, Søren"
~subject:"Estimation"
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Estimation theory
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Johansen, Søren
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion papers / Department of Economics, University of Copenhagen
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CREATES research paper
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EUI working paper / ECO
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Econometric theory
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Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
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