Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes

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Bibliographic Details
Published in:Journal of business & economic statistics 1999, Vol.17 (2), p.195
Main Authors: Luukkonen, Ritva, Ripatti, Antti, Saikkonen, Pentti
Format: Article
Language:English
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ISSN:0735-0015
DOI:10.2307/1392475