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"Optimal rank-based tests for block exogeneity in vector autoregressions."

Maria Caterina Bramati (2013)

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DOI: 10.1016/j.jmva.2012.12.003

access: open

type: Journal Article

metadata version: 2021-02-17

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Maria Caterina Bramati:
Optimal rank-based tests for block exogeneity in vector autoregressions. J. Multivar. Anal. 116: 141-162 (2013)

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