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Vector autoregression and causality : a theoretical overview and simulation study

by Hiro Y. Toda and Peter C. B. Phillips
Year of publication:
1991
Authors: Toda, Hiro Y. ; Phillips, Peter C. B.
Publisher: New Haven, Conn.
Subject: Statistische Methodenlehre | Statistical theory | Theorie | Theory | Simulation | Zeitreihenanalyse | Time series analysis
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