Vytlačiť
1. The Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
| SYS | c133181 | |
|---|---|---|
| LBL | ^^^^^nam^^22^^^^^^^^450^ | |
| 005 | 20221124104402.3 | |
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| 101 | 0- | $a eng |
| 102 | $a IT | |
| 200 | 1- | $a <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model $f Soren Johansen |
| 210 | $a San Domenico (FI) $c European University Institute $d 2001 | |
| 215 | $a 22 s. | |
| 225 | 2- | $a EUI Working paper ECO $v No. 2001/1 |
| 610 | 1- | $a modely $9 eu_un_auth*h0003397 |
| 610 | 1- | $a modelovanie $9 eu_un_auth*h0003392 |
| 610 | 1- | $a metódy matematické $9 eu_un_auth*h0003314 |
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| 700 | -1 | $a Johansen $b Soren $3 eu_un_auth*p0027167 $4 070 |
| 801 | -0 | $a SK $b BA004 $c 20020423 $g AACR2 |