A simple estimator of cointegrating vectors in higher integrated systems /
James H. Stock and Mark W. Watson

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Main Author: Stock, James H
Related Names: Watson, Mark W
Language(s): English
Published: [Chicago] : Federal Reserve Bank of Chicago, 1991
Subjects: Econometrics
Stochastic processes
Note: "February, 1991."
Physical Description: 45 pages, 10 unnumbered pages, 8 pages : illustrations ; 28 cm
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