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Cointegration Analysis with State Space Models

Authors:

Wagner, M.

Year:

2010

Reference:

Advances in Statistical Analysis

vol 94, 273-305

Project:

Oppdragsgiver: Norges forskningsråd
Oppdragsgivers prosjektnr.: 193719
Frisch prosjekt: 3182 - Managing Risk in Climate Change - A Dynamic Perspective