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Kascha, Christian; Trenkler, Carsten (2011). Cointegrated VARMA Models and Forecasting US Interest Rates. Working paper series / Department of Economics No. 33, University of Zurich.

Kascha, Christian; Trenkler, Carsten (2011). Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order. Computational Statistics and Data Analysis, 55(2):1008-1017.

This list was generated on Tue Oct 17 18:19:48 2017 CEST.