Likelihood-Based Inference for Weak Exogeneity in I(2) Cointegrated VAR Models
| Year of publication: |
2012
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|---|---|
| Authors: | Kurita, Takamitsu |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 31.2012, 3 (1.5.), p. 325-361
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