Testing for Changes in the Long-run Causal Structure of Cointegrated Vector Autoregressions

Research output: Contribution to conference (unpublished)Abstract

Original languageEnglish
Publication statusPublished - 1 Jan 2001
EventEC2 conference on Causality and Ecogeneity in Econometrics -
Duration: 1 Jan 2001 → …

Conference

ConferenceEC2 conference on Causality and Ecogeneity in Econometrics
Period1/01/01 → …

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