Standard Errors for the Long-Run Variance Matrix
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 13 (1997)
Issue (Month): 02 (April)
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- Joachim Grammig & Michael Melvin & Christian Schlag, 2005.
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- Johansen, Søren, 2010.
"Some identification problems in the cointegrated vector autoregressive model,"
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- Søren Johansen, 2007. "Some identification problems in the cointegrated vector autoregressive model," CREATES Research Papers 2007-32, School of Economics and Management, University of Aarhus.
- Søren Johansen, 2007. "Some Identification Problems in the Cointegrated Vector Autoregressive Model," Discussion Papers 07-24, University of Copenhagen. Department of Economics.
- Omtzigt Pieter & Paruolo Paolo, 2002.
Economics and Quantitative Methods
qf0203, Department of Economics, University of Insubria.
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