Statistical inference in vector autoregressions with possibly integrated processes
Year of publication: |
1995
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---|---|
Authors: | Toda, Hiro Y. ; Yamamoto, Taku |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 66.1995, 1-2, p. 225-250
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Publisher: |
Elsevier |
Saved in:
Online Resource
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