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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~person:"Johansen, Søren"
~person:"Maravall Herrero, Agustín"
~subject:"Unit root test"
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Newbold, Paul
Johansen, Søren
Maravall Herrero, Agustín
Phillips, Peter C. B.
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White, Halbert
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Engle, Robert F.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
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