On causal and non‐causal cointegrated vector autoregressive time series
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Publication:5063320
DOI10.1111/jtsa.12607zbMath1493.62535OpenAlexW3174634726MaRDI QIDQ5063320
Publication date: 17 March 2022
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12607
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)
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