MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USINGI(2) ANDI(1) COINTEGRATION ANALYSIS
Author:
Affiliation:
1. Faculty of Economics; Fukuoka University; Japan
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-8586.2011.00400.x/fullpdf
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4. An omnibus test for univariate and multivariate normality;Doornik;Oxford Bulletin of Economics and Statistics,2008
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