Vector Autoregression and Causality
Year of publication: |
1991-05
|
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Authors: | Toda, Hiro Y. ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Error correction model | exogeneity | Granger causality | vector autoregression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 858. Published in Econometrica (November 1993), 61(6): 1367-1393 The price is None Number 977 51 pages |
Classification: | C32 - Time-Series Models ; C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing |
Source: |
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