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The Stata Journal
Volume 20 Number 2: pp. 426-434

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vgets: A command to estimate general-to-specific VARs, Granger causality,hfilbreak steady-state effects, and cumulative impulse–responses

Muhammad Asali
International School of Economics at Tbilisi State University, Tbilisi, Georgia
IZA, Bonn, Germany
School of International and Public Affairs, Columbia University, New York, NY
[email protected]
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View all articles with these keywords: vgets, general-to-specific vector autoregressions, Granger causality, steady-state effects, cumulative impulse–responses

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