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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Cointegration and dynamics in Economics
Cointegration and dynamics in Economics
Publication information:
Hendry, David, and Neil Shephard, eds. 1997. “Cointegration and Dynamics in Economics”.
Journal of Econometrics
80.
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