A statistical analysis of cointegration for I(2) variables
Year of publication: |
1995
|
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Authors: | Johansen, Søren |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 11.1995, 1, p. 25-59
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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