Testing Collinearity of Vector Time Series
Published in The Econometrics Journal, 2019
Recommended citation: McElroy, T. and Jach, A. (2019) "Testing Collinearity of Vector Time Series." The Econometrics Journal 22(2), 97-116.
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Published in The Econometrics Journal, 2019
Recommended citation: McElroy, T. and Jach, A. (2019) "Testing Collinearity of Vector Time Series." The Econometrics Journal 22(2), 97-116.
Download Paper