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Books

Likelihood Based Infer Ate:p P
Likelihood Based Infer Ate:p P
This monograph, written by a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointegrated vector ... »
 
 
 
 
 

Workbook On Cointegration Ate:p P
Workbook On Cointegration Ate:p P
This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. The workbook contains exercises and sol... »