Present value relations, Granger noncausality, and VAR stability
Year of publication: |
2007
|
---|---|
Authors: | Fanelli, Luca |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 6, p. 1254-1260
|
Subject: | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Theorie | Theory |
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