Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
DOI10.1080/07474938.2011.607346zbMATH Open1491.62236OpenAlexW2025823954MaRDI QIDQ5080150FDOQ5080150
Authors: Takamitsu Kurita 
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2011.607346
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