Encompassing in stationary linear dynamic models (Q1341212)

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Encompassing in stationary linear dynamic models
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    Encompassing in stationary linear dynamic models (English)
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    18 June 1995
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    Wald encompassing test
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    stationary linear dynamic single equations
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    weak exogeneity
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    strong exogeneity
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    asymptotic power functions
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    Monte Carlo
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