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error correction model
model selection
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Model selection
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Giles, Judith A.
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Mirza, Sadaf
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Department of Economics, University of Victoria
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1
Some Pretesting Issues on Testing for Granger Noncausality
Giles, Judith A.
;
Mirza, Sadaf
-
Department of Economics, University of Victoria
-
1999
to specific testing as well as by
model
selection
criteria. We find that the current practice of pretesting for …
Persistent link: https://www.econbiz.de/10005260596
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