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Empirical vector autoregressive modeling

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Title
Empirical vector autoregressive modeling
Published by
Springer-Verlag, January 1994
DOI 10.1007/978-3-642-48792-7
ISBNs
978-0-387-57707-4, 978-3-54-057707-2, 978-3-64-248792-7
Authors

Ooms, Marius