Making wald tests work for cointegrated VAR systems (Q4355151)
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scientific article; zbMATH DE number 1062692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Making wald tests work for cointegrated VAR systems |
scientific article; zbMATH DE number 1062692 |
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Making wald tests work for cointegrated VAR systems (English)
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6 November 1997
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vector autoregressive processes
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Wald tests
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