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Books by Søren Johansen

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2 books found
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)
Likelihood-Based Inference in Cointegrated Vector Autoregre…
By: Søren Johansen
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Workbook on Cointegration (Advanced Texts in Econometrics)
Workbook on Cointegration (Advanced Texts in Econometrics)
By: Peter Reinhard Hansen, Søren Johansen
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