Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit

Title
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Authors
Keywords
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Journal
Econometric Reviews
Volume 32, Issue 5-6, Pages 592-649
Publisher
Informa UK Limited
Online
2012-10-27
DOI
10.1080/07474938.2012.740374

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