Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative
| Year of publication: |
2005
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|---|---|
| Authors: | Brüggemann, Ralf ; Lütkepohl, Helmut |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 67.2005, 5, p. 673-690
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