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Information criteria, model selection uncertainty and the determination of cointegration rank
Kapetanios, George
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contributor
)
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560104
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Cointegrating VAR models with endogenous I (0) variables : theoretical extensions and an application to UK monetary policy
Kapetanios, George
(
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); …
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560122
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The importance of long run structure for impulse response analysis in VAR models
Mitchell, James
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contributor
)
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560131
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