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~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~person:"Kauppi, Heikki"
~subject:"VAR model"
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On the robustness of hypothesis testing based on fully modified vector autoregression when some roots are almost one
Kauppi, Heikki
- In:
Econometric theory
20
(
2004
)
2
,
pp. 341-359
Persistent link: https://www.econbiz.de/10001987879
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