Inference in possibly integrated vector autoregressive models: Some finite sample evidence
| Year of publication: |
1998
|
|---|---|
| Authors: | Yamada, Hiroshi ; Toda, Hiro Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 86.1998, 1, p. 55-96
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