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Browsing Departament d'Economia i Empresa by Author "Wang, Yiru"

Browsing Departament d'Economia i Empresa by Author "Wang, Yiru"

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  • Wang, Yiru; Rossi, Barbara (2019-01-02)
    In this article, we review Granger-causality tests robust to the presence of instabilities in a Vector Autoregressive framework. We also introduce the gcrobustvar command, which illustrates the procedure in Stata. In the ...

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