THE EFFECT OF VARYING LENGTH VAR MODELS ON THE MAXIMUM LIKELIHOOD ESTIMATES OF COINTEGRATING VECTORS
- 1 November 1991
- journal article
- Published by Wiley in Scottish Journal of Political Economy
- Vol. 38 (4) , 317-323
- https://doi.org/10.1111/j.1467-9485.1991.tb00320.x
Abstract
No abstract availableKeywords
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