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Dear Sirs:
How to refine or simplify a VAR model suppressing the insignificant estimated coefs?
Waiting for your help, I am
Sincerely yours.
Agustin Alonso-Rodriguez
Prof. of Econometrics
Real Centro Universitario "Escorial-Maria Cristina"
San Lorenzo de El Escorial(Madrid) Spain
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Agustín Alonso Rodríguez