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Estimating the rank of co-integration when the order of a vector autoregression is unknown

✍ Scribed by Kimio Morimune; Akihisa Mantani

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 418 KB
Volume: 39
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(94)00069-8

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