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Likelihood ratio based inference in cointegrated systems with non-normaldisturbances : a simulation study

By: Gardeazábal Matías, Javier.
Contributor(s): Regúlez, Marta.
Material type: TextTextSeries: Universidad del País Vasco. Documentos de trabajo; 92.04.Publisher: Bilbao Universidad del País Vasco, Facultad de Ciencias Económicas 1991Description: 28 h. 30 cm.Subject(s): MATEMATICAS
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