First difference transformation in panel VAR models: Robustness, estimation, and inference
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Publication:5862491
DOI10.1080/07474938.2016.1139559zbMath1491.62231OpenAlexW2299309425MaRDI QIDQ5862491
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2016.1139559
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