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Cointergartion and VARS Johansen's ML Procedure Theory, Estimation, Identification and Inference. A Practitioners Guide

J. Montier

Working Papers from Portsmouth University - Department of Economics

Keywords: econometrics; regression analysis (search for similar items in EconPapers)
Pages: 41 pages
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:fth:portec:42

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