Making Wald Tests Work for Cointegrated Var Systems
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- Juan J. DOLADO & Helmut LÜTKEPOHL, 1994. "Making Wald Tests Work for Cointegrated Var Systems," SFB 373 Discussion Papers 1994,44, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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KeywordsECONOMETRICS; ECONOMIC MODELS;
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