Modified lag augmented vector autoregressions
Year of publication: |
2000
|
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Authors: | Kurozumi, Eiji ; Yamamoto, Taku |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 19.2000, 2, p. 207-231
|
Subject: | VAR-Modell | VAR model | Systematischer Fehler | Bias | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory |
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