Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in possibly integrated vector autoregressive models: Some finite sample evidence |
scientific article |
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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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