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"Numerically stable cointegration analysis."

Jurgen A. Doornik, R. J. O'Brien (2002)

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DOI: 10.1016/S0167-9473(02)00143-3

access: closed

type: Journal Article

metadata version: 2020-02-18

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Jurgen A. Doornik, R. J. O'Brien:
Numerically stable cointegration analysis. Comput. Stat. Data Anal. 41(1): 185-193 (2002)

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