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Finding cointegration rank in high dimensional systems using the Johansen test: An illustration using data based Monte carlo simulations by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1996
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2.
Finding cointegration rank in high dimensional systems using the johansen test: an illustration using data based Monte carlo simulations by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1996
Other title:
Availability: Items available for loan: (1).
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