On causal and non‐causal cointegrated vector autoregressive time series

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Publication:5063320

DOI10.1111/jtsa.12607zbMath1493.62535OpenAlexW3174634726MaRDI QIDQ5063320

Anders Rygh Swensen

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






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