Vytlačiť
1. 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 ex. : 1, z toho voľných 1, prezenčne 0]