Weak exogeneity in I(2) VAR systems
| Year of publication: |
1999
|
|---|---|
| Authors: | Paruolo, P. ; Rahbek, A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 93.1999, 2, p. 281-308
|