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Inference in possibly integrated vector autoregressive models: some finite sample evidence

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Yamada, Hiroshi
Toda, Hiro Y.
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 86 (1998)
Issue (Month): 1 (June)
Pages: 55-95
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Handle: RePEc:eee:econom:v:86:y:1998:i:1:p:55-95

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