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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y., (1991)
Long-term memory in stock market prices
Lo, Andrew W., (1989)
Testing separate time series models
McAleer, Michael, (1986)
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D., (1987)
The geometry of specification error
Fisher, Gordon R., (1984)