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Efficient tests of long-run causation in trivariate Var processes with a rolling window study of the money: income relationship
Authors:
Hill, Jonathan B.
Citation:
B. Hill, Jonathan, Efficient tests of long-run causation in trivariate Var processes with a rolling window study of the money: income relationship, Journal of applied econometrics , 22(4), 2007, pp. 747-765
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