Weak exogeneity in I(2) VAR systems
| Year of publication: |
1999
|
|---|---|
| Authors: | Paruolo, Paolo ; Rahbek, Anders |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 93.1999, 2, p. 281-308
|
| Publisher: |
Elsevier |