Testing for parameter restrictions in a stationary VAR model a bootstrap alternative

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Bibliographische Detailangaben
Veröffentlicht in:	Economic modelling
1. Verfasser:	Kim, Jae H. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2014
Schlagworte:	Granger causality > Monte Carlo experiment > Predictive regression > Wald test > Wild bootstrap > Aufsatz in Zeitschrift
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