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Inference of Vector Autoregressive Models With Cointegration and Scalar Components

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2002Separation, Weak Exogeneity and P-T Decompositions in Cointegrated VAR Systems with Common Features

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2001CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS23 cited

2022Dimension Reduction for High‐Dimensional Vector Autoregressive Models*15 cited

2001Testing for Common Cyclical Features in VAR Models with Cointegration15 cited