Short-Run and Long-Rub Causality in Time Series: Theory.
Year of publication: |
1995
|
---|---|
Authors: | Dufour, J.M. ; Renault, E. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | REGRESSION ANALYSIS | ECONOMIC MODELS | TESTS |
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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models.
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