Granger-causality in cointegrated VAR processes. The case of the term structure
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Publication:2366938
DOI10.1016/0165-1765(92)90002-GzbMath0775.62238MaRDI QIDQ2366938
Hans-Eggert Reimers, Helmut Lütkepohl
Publication date: 23 August 1993
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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