Inference for impulse response coefficients from multivariate fractionally integrated processes
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Publication:5864455
DOI10.1080/07474938.2015.1114253OpenAlexW2185373058MaRDI QIDQ5864455
Richard T. Baillie, Fotis Papailias, George Kapetanios
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.rcea.org/RePEc/pdf/wp15-46.pdf
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