Granger causality and weak exogeneity in bivariate and trivariate vars
Guglielmo Maria Caporale and Nikitas Pittis
| Year of publication: |
1996
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
| Publisher: |
London |
| Subject: | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | 16 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000943404