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Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis.
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Editions
2 editions- Other · English · 1998Oxford University Press · 9781280906923
- Other · English · 1998Oxford University Press · 161 pages · 9780198776086
CointegrationEconometricsHb139 .h364 1998