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Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes
LÜTKEPOHL, H., (1995)
Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes
SAIKKONEN, P., (1995)
Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process
Saikkonen, P.,