Vector Autoregressions and Causality
Year of publication: |
1993
|
---|---|
Authors: | Todo, Hiro Y. ; Phillips, Peter C.B. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 61.1993, 6, p. 1367-1394
|
Saved in:
Saved in favorites
Similar items by person
-
Explosive behavior in the 1990s Nasdaq: when did exuberance escalate asset values?
Phillips, Peter C.B., (2010)
-
Two New Zealand pioneer econometricians
Phillips, Peter C.B., (2010)
-
Testing mean stability of heteroskedastic time series
Dalla, Violetta, (2015)
- More ...