Explosive Roots in Level Vector Autoregressive Models
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- Judith A. Clarke & Nilanjana Roy & Weichun Chen, 2012. "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries," Econometrics Working Papers 1204, Department of Economics, University of Victoria.
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More about this item
Keywords
Level VAR Models; Explosive Roots; Bias Correction;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-06-07 (Econometrics)
- NEP-ETS-2008-06-07 (Econometric Time Series)
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