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5 - Estimation of cointegrated systems

Published online by Cambridge University Press:  04 August 2010

G. S. Maddala  and
In-Moo Kim
In-Moo Kim
Affiliation:
Sungkyunkwan University, Seoul
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Unit Roots, Cointegration, and Structural Change , pp. 155 - 197
Publisher: Cambridge University Press
Print publication year: 1999

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