Estimating Geweke’s (1982) measure of instantaneous feedback
Year of publication: |
2013
|
---|---|
Authors: | Dicle, Mehmet F. ; Levendis, John |
Published in: |
Stata Journal. - StataCorp LP. - Vol. 13.2013, 1, p. 136-140
|
Publisher: |
StataCorp LP |
Subject: | gwke82 | Geweke | Granger | causality | vector autoregression | time series | instantaneous feedback |
-
Econometric Models of Relationship among Money, Output and Prices
Das, Rituparna, (2010)
-
Kausar, Asia, (2022)
-
A Bayesian approach to modelling graphical vector autoregressions
Corander, Jukka, (2004)
- More ...
-
IPO activity and market volatility
Dicle, Mehmet F., (2018)
-
Greek market efficiency and its international integration
Dicle, Mehmet F., (2011)
-
Dicle, Mehmet F., (2011)
- More ...