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| 035 | ⊔ | ⊔ | ‡asdr-ucsd.b33201717 |
| 040 | ⊔ | ⊔ | ‡aITT ‡cITT ‡dUtOrBLW |
| 090 | ⊔ | ⊔ | ‡aQA280 ‡b.H67 1993 |
| 035 | ⊔ | ⊔ | ‡a(OCoLC)29698751 |
| 100 | 1 | ⊔ | ‡aHorvath, Michael T. K |
| 245 | 1 | 0 | ‡aTesting for cointegration when some of the cointegrating vectors are known / ‡cby Michael T.K. Horvath and Mark W. Watson |
| 260 | ⊔ | ⊔ | ‡a[Chicago, Ill.] : ‡bFederal Reserve Bank of Chicago, ‡c1993 |
| 300 | ⊔ | ⊔ | ‡a31 pages, 8 unnumbered pages, 7 pages : ‡billustrations ; ‡c28 cm |
| 336 | ⊔ | ⊔ | ‡atext ‡btxt ‡2rdacontent |
| 337 | ⊔ | ⊔ | ‡aunmediated ‡bn ‡2rdamedia |
| 338 | ⊔ | ⊔ | ‡avolume ‡bnc ‡2rdacarrier |
| 490 | 0 | ⊔ | ‡aWorking papers series, macroeconomic issues ; ‡vWP-93-15 |
| 500 | ⊔ | ⊔ | ‡a"First draft: October 5, 1993; This draft: December 6, 1993"--t.p.; "December 1993"--cover |
| 504 | ⊔ | ⊔ | ‡aIncludes bibliographical references (p. 29-31) |
| 538 | ⊔ | ⊔ | ‡aMode of access: Internet. |
| 650 | ⊔ | 0 | ‡aEconometric models |
| 650 | ⊔ | 0 | ‡aTime-series analysis ‡xEconometric models |
| CID | ⊔ | ⊔ | ‡a102156502 |
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| CAT | ⊔ | ⊔ | ‡aSDR-UCSD ‡dIII - MILLENIUM ‡lprepare.pl-004-007 |
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| 974 | ⊔ | ⊔ | ‡bUC ‡cUCSD ‡d20231122 ‡sgoogle ‡uuc1.31822016841546 ‡y1993 ‡rpd ‡qbib ‡tUS fed doc |