Small sample properties of three tests for Granger-causal-ordering in a bivariate stochastic system
Year of publication: |
1982
|
---|---|
Authors: | Guilkey, David K. ; Salemi, Michael K. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 64.1982, 4, p. 668-680
|
Subject: | Statistik Zeitreihe |
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