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Improved likelihood ratio tests for cointegration rank in the VAR model

✍ Scribed by Boswijk, H. Peter; Jansson, Michael; Nielsen, Morten Ørregaard


Book ID
126759969
Publisher
Elsevier Science
Year
2015
Tongue
English
Weight
571 KB
Volume
184
Category
Article
ISSN
0304-4076

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