Abstract
In the previous chapter we covered the basics of reduced-form VARs on stationary data.
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Levendis, J.D. (2023). Vector Autoregressions II: Extensions. In: Time Series Econometrics. Springer Texts in Business and Economics. Springer, Cham. https://doi.org/10.1007/978-3-031-37310-7_11
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DOI: https://doi.org/10.1007/978-3-031-37310-7_11
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