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This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so …
Persistent link: https://www.econbiz.de/10011489949
following econometric techniques OLS, VAR, TAR, GMM and VECM. The results showed a positive and significant, but weak …
Persistent link: https://www.econbiz.de/10012298406
Persistent link: https://www.econbiz.de/10013471092