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Estimating Orthogonal Impulse Responses via Vector Autoregressive Models
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- Journal:
- Econometric Theory / Volume 7 / Issue 4 / December 1991
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- 11 February 2009, pp. 487-496
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A Note on Autoregressive Modeling
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- Journal:
- Econometric Theory / Volume 10 / Issue 5 / December 1994
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- 11 February 2009, pp. 884-899
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Testing for Causation Using Infinite Order Vector Autoregressive Processes
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- Journal:
- Econometric Theory / Volume 12 / Issue 1 / March 1996
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- 11 February 2009, pp. 61-87
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ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
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- Econometric Theory / Volume 22 / Issue 6 / December 2006
- Published online by Cambridge University Press:
- 03 November 2006, pp. 1138-1175
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