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Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories

Quarterly Review 333 | Summer 1979

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photo of Thomas J. Sargent
Thomas J. SargentNew York University and Hoover Institution
Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories


Published In: _Time Series Models, Causality and Exogeneity_ (1997, pp. 272-279).

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