Finite-sample simulation-based inference in VAR models with application to Granger causality testing
Year of publication: |
2006
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---|---|
Authors: | Dufour, Jean-Marie ; Jouini, Tarek |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 135.2006, 1-2, p. 229-254
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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