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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models DBMS_SCHEDULE R Package written so that any readerThis book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short run dynamic properties as well as the long run equilibrium behaviour of many non stationary time series. It also allows relevant economic questions to be formulated in a consistent statistical framework. Part I of the book is planned so that it can be used by
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