Weak exogeneity in I(2)VAR systems
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Econometrics |
| Volume | 93 |
| Pages (from-to) | 281-308 |
| ISSN | 0304-4076 |
| Publication status | Published - 1999 |
ID: 194721