Likelihood-based inference in cointegrated vector autoregressive models Johansen, Søren 1939- creator text bibliography enk Oxford New York Oxford University Press 1995 monographic eng
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x, 267 p. : ill. ; 25 cm. Søren Johansen. Includes index. Bibliography: p. [255]-260. Econometric models Autoregression (Statistics) Econometrics HB141 .J64 1995 519.54 JOL Advanced texts in econometrics 0198774508 (pbk) : 0198774494 (cased) 96136373 http://www.loc.gov/catdir/enhancements/fy0605/96136373-d.html http://www.loc.gov/catdir/enhancements/fy0605/96136373-d.html Uk 951211 20140909122422.0 4477756