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Journal: Econometrics, 2014
Volume: 2
Number: 203

Article: Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test
Authors: by Francesca Di Iorio and Umberto Triacca
Link: https://www.mdpi.com/2225-1146/2/4/203

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