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Seemingly unrelated canonical cointegrating regressions
Park, Joon Y.
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Ōgaki, Masao
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1991
Persistent link: https://www.econbiz.de/10000814456
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.
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Ōgaki, Masao
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1991
Persistent link: https://www.econbiz.de/10000814457
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