Testing non-correlation and non-causality between multivariate arma time series
| Year of publication: |
2005-01
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| Authors: | Hallin, Marc ; Saidi, Abdessamad |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Granger causality | Multivariate autoregressive moving-average (VARMA) models | Non-correlation | Time series |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Journal of time series analysis (2005) v.26 n° 1,p.83-105 |
| Source: |
Persistent link: https://www.econbiz.de/10011011439