Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789): Difference between revisions

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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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