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A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
Shukur, Ghazi, Mantalos, PanagiotisVolume:
27
Language:
english
Journal:
Journal of Applied Statistics
DOI:
10.1080/02664760050173346
Date:
November, 2000
File:
PDF, 286 KB
english, 2000