Vector Autoregression and Causality: A Theoretical Overview and Simulation Study
| Year of publication: |
1994
|
|---|---|
| Authors: | Toda, H.Y. ; Phillips, P.C.B. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 13.1994, 2, p. 259
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