EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES (Q2878812): Difference between revisions

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+Empirical likelihood and general estimating equations
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+Fully Modified Least Squares and Vector Autoregression
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+Q2756704
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+Modified lag augmented vector autoregressions
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+Vector Autoregressions and Causality
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Vector autoregression and causality: a theoretical overview and simulation study
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