1. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
:JOHANSEN, Soren. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. 1. ed. Oxford : Oxford University Press, 1995. 267 s. Advanced Texts in Econometrics. ISBN 0-19-877450-8. [Copy count : 1, currently available 0, at library only 1]