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PRACTITIONERS CORNER: Maximum Likelihood Estimation of Cointegration Vectors: An Example of The Johansen Procedure

✍ Scribed by S. G. Hall

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

THE EFFECT OF VARYING LENGTH VAR MODELS

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A RESTRICTED MAXIMUM LIKELIHOOD PROCEDUR

✍ A. James O'Malley; Murray H. Smith; William A. Sadler 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 150 KB

An asymptotic expansion for the distribu

✍ R Michel 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 609 KB