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      Statistical inference in vector autoregressions with possibly integrated processes

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      Journal of Econometrics
      Elsevier BV

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          Testing for a unit root in time series regression

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            Statistical analysis of cointegration vectors

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              Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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                Author and article information

                Journal
                Journal of Econometrics
                Journal of Econometrics
                Elsevier BV
                03044076
                March 1995
                March 1995
                : 66
                : 1-2
                : 225-250
                Article
                10.1016/0304-4076(94)01616-8
                c1de0fba-571a-4793-b9eb-afbeafdba5d1
                © 1995

                http://www.elsevier.com/tdm/userlicense/1.0/

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