Problems related to testing for granger-causality in VARMA processes:
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Bibliographic Details
Main Author: Lütkepohl, Helmut 1951- (Author)
Format: Book
Language:English
Published: Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1994
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 94,9
Physical Description:14 S.

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