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Latest revision as of 16:25, 30 May 2024

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Inference on one-way effect and evidence in Japanese macroeconomic data
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    Inference on one-way effect and evidence in Japanese macroeconomic data (English)
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    29 March 2001
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    cointegration
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    VAR model
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    measures of one-way effect
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    Wald statistic
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    testing causality
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    maximum-likelihood estimation
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    likelihood ratio statistic
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    asymptotic theory
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    Granger's non-causality
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    Japanese macroeconomy
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