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Empirical vector autoregressive modeling

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Chapter title
Summary
Chapter number 8
Book title
Empirical Vector Autoregressive Modeling
Published by
Springer, Berlin, Heidelberg, January 1994
DOI 10.1007/978-3-642-48792-7_8
Book ISBNs
978-3-54-057707-2, 978-3-64-248792-7
Authors

Marius Ooms