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Recent egg price quotes are evaluated in a vector autoregression. The results indicate that empirical relationships observed over the period 1975-1976 differ from those observed over the period 1979-1982.
Persistent link: https://www.econbiz.de/10005320181
A misspecification testing strategy designed to ensure that the statistical assumptions underlying a system of equations are appropriate is outlined. The system tests take into account information in, and interactions between, all equations in the system and can be used in a wide variety of...
Persistent link: https://www.econbiz.de/10005805461