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Journal: Econometrics, 2017
Volume: 5
Number: 49

Article: Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models
Authors: by Jurgen A. Doornik, Rocco Mosconi and Paolo Paruolo
Link: https://www.mdpi.com/2225-1146/5/4/49

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