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Testing Causality in an Autoregression with Cointegrated Regressors

Published online by Cambridge University Press:  18 October 2010

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Type
Solutions
Information
Econometric Theory , Volume 8 , Issue 1 , March 1992 , pp. 156 - 158
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCE

1.Phillips, P.C.B.Multiple regression with integrated time series. Contemporary Mathematics 80 (1988): 79–105.CrossRefGoogle Scholar