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Vector autoregression and causality

Hiroyuki Toda
RePEc: Research Papers in Economics

Data up to Jan 2025

Published1991
Citations285
References0
Fields
MathematicsEconomicsComputer scienceEngineeringPhysicsEconometricsStatisticsMechanical engineering

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Vector autoregression and causality (1991) – RePEc: Research Papers in Economics | Metascience Observatory Explorer