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versjon
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Hjellvik, Vidar; Tjøstheim, Dag Bjarne. Residual variance estimates and order determination in panels of intercorrelated time series. I: Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger. Oxford University Press 1999 ISBN 0-19-829683-5. p. 385-409 UiB
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