Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764): Difference between revisions

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+W2158831795
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+Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
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+Short Run and Long Run Causality in Time Series: Theory
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+Statistical analysis of cointegration vectors
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+THE RANK OF A SUBMATRIX OF COINTEGRATION
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