Finite-sample simulation-based inference in VAR models with...

Finite-sample simulation-based inference in VAR models with application to Granger causality testing

Jean-Marie Dufour, Tarek Jouini
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Volume:
135
Year:
2006
Language:
english
Pages:
26
DOI:
10.1016/j.jeconom.2005.07.025
File:
PDF, 288 KB
english, 2006
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