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Items where Author is "De Angelis, Luca"

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Article

Cavaliere, Giuseppe and De Angelis, Luca and Rahbek, Anders and Taylor, AM Robert (2018) 'Determining the cointegration rank in heteroskedastic VAR models of unknown order.' Econometric Theory, 34 (02). 349 - 382. ISSN 0266-4666

This list was generated on Mon Jun 17 03:32:06 2019 BST.