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Testing omitted variables in VARs - MaRDI portal

Testing omitted variables in VARs

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Publication:6581315

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DOI10.1007/s00362-023-01513-1MaRDI QIDQ6581315

Andrea Beccarini

Publication date: 30 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

Kalman filter VAR Phillips curve Hausman test omitted variable bias price puzzle

Mathematics Subject Classification ID

Statistics (62-XX)

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