The spurious effect of unit roots on vector autoregressions: An analytical study
| Year of publication: |
1993
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|---|---|
| Authors: | Toda, Hiro Y. ; Phillips, Peter C.B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 59.1993, 3, p. 229-256
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