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Direct cointegration testing in error correction models

Frank Kleibergen; Herman K. van Dijk
Year of publication:
1993
Authors: Kleibergen, Frank ; Dijk, Herman K. van
Publisher: Amsterdam [u.a.] : Tinbergen Inst.
Subject: Schätztheorie | Estimation theory | Kointegration | Cointegration
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In German libraries (KVK)
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