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Jordan matrices on the equivalence of the I (1) conditions for VAR systems

Fragiskos Archontakis
Year of publication:
1999
Authors: Archontakis, Fragiskos
Publisher: San Domenico : European Univ. Inst., Economics Dep.
Subject: VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Theorie | Theory
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