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Likelihood-based inference in cointegrated vector autoregressive models
Johansen, Søren
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1996
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Paperback ed., reprint
Persistent link: https://www.econbiz.de/10013480121
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Likelihood-based inference in cointegrated vector autoregressive models
Johansen, Søren
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1995
Persistent link: https://www.econbiz.de/10000914722
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Workbook on cointegration
Hansen, Peter Reinhard
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Johansen, Søren
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1998
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Persistent link: https://www.econbiz.de/10000664667
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