Frequency-Domain Test Of Time Reversibility
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Volume (Year): 2 (1998)
Issue (Month): 01 (March)
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References listed on IDEAS
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- Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September. Full references (including those not matched with items on IDEAS)