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Making wald tests work for cointegrated VAR systems
Dolado, Juan J., (1996)
Problems Related to Testing for Granger-Causality in VARMA Processes
Luetkepohl, Helmut,
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung vari- ierender Regressionskoeffizienten.
LUETKEPOHL, Helmut,