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A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems
Mantalos, PanagiotisVolume:
4
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1053
Date:
January, 2000
File:
PDF, 815 KB
english, 2000