Making wald tests work for cointegrated VAR systems

Making wald tests work for cointegrated VAR systems

Dolado, Juan J., Lütkepohl, Helmut
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Volume:
15
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474939608800362
Date:
January, 1996
File:
PDF, 654 KB
english, 1996
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