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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
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1998
Persistent link: https://www.econbiz.de/10000984648
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf
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Lyhagen, Johan
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Löthgren, Mickael
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1998
Persistent link: https://www.econbiz.de/10000991637
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