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for the working paper
- The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study
- Hiro Y. Toda and Peter Phillips
- Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University
- Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University
RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.
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