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  • Anderson, Heather M.
  • Victor Issler, Joao
  • Vahid, Farshid

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4FMK8MH-5/2/ed84b1119fc104676d3fc6c41002deaf
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 132 (2006)
Issue (Month): 1 (May)
Pages: 1-5

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Handle: RePEc:eee:econom:v:132:y:2006:i:1:p:1-5

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers 2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  2. Fabio Araujo & Joao Victor Issler, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Computing in Economics and Finance 2005, Society for Computational Economics 202, Society for Computational Economics.
  3. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, Elsevier, vol. 132(1), pages 117-141, May.
  4. HÃ¥vard Hungnes, 2012. "Testing for co-non-linearity," Discussion Papers, Research Department of Statistics Norway 699, Research Department of Statistics Norway.
  5. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, vol. 33(2), pages 161-167, March.

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