Limit Theory in Cointegrated Vector Autoregressions

Limit Theory in Cointegrated Vector Autoregressions

Phillips, Peter C.B., Toda, Hiro Y.
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Volume:
9
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466600007477
Date:
January, 1993
File:
PDF, 110 KB
english, 1993
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