Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437): Difference between revisions
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Latest revision as of 10:31, 30 July 2024
scientific article
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English | Inference in possibly integrated vector autoregressive models: Some finite sample evidence |
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Inference in possibly integrated vector autoregressive models: Some finite sample evidence (English)
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19 June 2001
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vector autoregressions
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cointegration
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unit roots
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Granger causality
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