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Natural SciencesEconomicsCausal InferenceEconometricsStatisticsBayesian InferenceEstimation TheoryHypothesis TestingInferential StatisticsStatistical AnalysisStatistical InferenceLevel-1 Large Deviations
20
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
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