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scientific article; zbMATH DE number 762913
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scientific article; zbMATH DE number 762913

    Statements

    publication date
    12 June 1995
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    zbMATH Keywords
    cointegration
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    impulse responses
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    higher-dimensional vector autoregressive model
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    Wald tests
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    author
    Helmut Lütkepohl
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    Identifiers

    zbMATH DE Number
    762913
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