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Partial versus full system modelling of cointegrated systems an empirical illustration

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Urbain, Jean-Pierre

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 69 (1995)
Issue (Month): 1 (September)
Pages: 177-210
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Handle: RePEc:eee:econom:v:69:y:1995:i:1:p:177-210

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

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