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  xmlns:dcterms="http://purl.org/dc/terms/"><dc:Title>Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen.</dc:Title>
<dc:Creator>Johansen, Søren, 1939-</dc:Creator>
<dc:Subject>Econometric models.</dc:Subject>
<dc:Subject>Autoregression (Statistics)</dc:Subject>
<dc:Subject>HB141 .J64 1995</dc:Subject>
<dc:Subject>519.54 20 JOL</dc:Subject>
<dc:Description>Includes index.</dc:Description>
<dc:Description>Bibliography: p. [255]-260.</dc:Description>
<dc:Publisher>Oxford ; New York : Oxford University Press,</dc:Publisher>
<dc:Date>1995.</dc:Date>
<dc:Date>1995.</dc:Date>
<dc:Date>1995</dc:Date>
<dc:Type>Text</dc:Type>
<dc:Format>x, 267 p. :</dc:Format>
<dc:Identifier>http://www.loc.gov/catdir/enhancements/fy0605/96136373-d.html</dc:Identifier>
<dc:Language>eng</dc:Language>
<dc:Relation>Advanced texts in econometrics</dc:Relation>

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