Dynamic modeling of causal relationship between energy consumption, CO2 emissions and economic growth in India

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Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

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MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

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Generalized impulse response analysis in linear multivariate models

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Statistical inference in vector autoregressions with possibly integrated processes

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Natural Sciences, Biostatistics, Econometrics +13