Browsing by Author DOORNIK JURGEN

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Publication YearJRC N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2017JRC107187Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR ModelsDOORNIK JURGEN; MOSCONI ROCCO; PARUOLO PAOLOArticles in periodicals and books