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The Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
- JOHANSEN, Soren. The Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. San Domenico (FI) : European University Institute, 2001. 22 s. EUI Working paper ECO, No. 2001/1.
Počet záznamov: 1