Specification via model selection in vector error correction models
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Publication:1274716
DOI10.1016/S0165-1765(98)00129-3zbMath0910.90065MaRDI QIDQ1274716
Jean-Yves Pitarakis, Jesús Gonzalo
Publication date: 12 January 1999
Published in: Economics Letters (Search for Journal in Brave)
62P20: Applications of statistics to economics
91B82: Statistical methods; economic indices and measures
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