Statistical inference in vector autoregressions with possibly integrated processes

Journal of Econometrics - Tập 66 Số 1-2 - Trang 225-250 - 1995
Hiro Y. Toda1, Taku Yamamoto2
1Institute of Socio-Economic Planning, University of Tsukuba, Tsukuba, Ibaraki 305, Japan
2Department of Economics, Hitotsubashi University, Kunitachi, Tokyo, 186, Japan

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Tài liệu tham khảo

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