Multiple Time Series Regression with Integrated Processes
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- P. C. B. Phillips & S. N. Durlauf, 1986. "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 473-495.
References listed on IDEAS
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More about this item
KeywordsIntegrated process; multivariate functional CLT; asymptotic theory for stationary VAR's;
StatisticsAccess and download statistics
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