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Title: Identifying causal structures of cointegrated vector autoregression with an application to the G7 interest rates
Author: Barassi, Marco Raffaele
ISNI:       0000 0001 3443 768X
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 2001
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Kalman filter