Revisiting Error Autocorrelation Correction: Common Factor Restrictions And Granger Causality
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References listed on IDEAS
- Spanos, Aris & McGuirk, Anya, 2002. "The problem of near-multicollinearity revisited: erratic vs systematic volatility," Journal of Econometrics, Elsevier, vol. 108(2), pages 365-393, June.
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KeywordsResearch Methods/ Statistical Methods;
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