ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426)

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scientific article; zbMATH DE number 7176788
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ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS
scientific article; zbMATH DE number 7176788

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    ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (English)
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    3 March 2020
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    robust inference
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    vector autoregression
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    unit roots
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