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Specification of VECMs

  • Lütkepohl H
Springer Berlin Heidelberg, (2005), 325-352
DOI: 10.1007/978-3-540-27752-1_8
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Lütkepohl, H. (2005). Specification of VECMs. In New Introduction to Multiple Time Series Analysis (pp. 325–352). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-27752-1_8

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