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Q3809090 - MaRDI portal

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scientific article
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scientific article

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    author
    R. D. Terrell
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    J. H. W. Penm
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    publication date
    1986
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    zbMATH DE Number
    4078583
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    zbMATH Keywords
    moving-average (MA) representation
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    Granger causality
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    restricted multivariate AR models
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    standard errors
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    estimation
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    prediction
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