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Items where Author is "De Angelis, Luca"

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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). pp. 349-382. ISSN 0266-4666

This list was generated on Tue Aug 16 23:47:30 2022 BST.