Vector autoregressive and vector error correction models

Applied Time Series Econometrics

Volumn , Issue , 2004, Pages 86-158

  Lütkepohl, Helmut ^a  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

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EID: 84926953255     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511606885.004     Document Type: Chapter

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