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~institution:"University of New England / Department of Econometrics"
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Small sample performance of non-causality tests in cointegrated systems
Zapata, Hector O.
;
Rambaldi, Alicia N.
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1994
Persistent link: https://www.econbiz.de/10000905932
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Multiple time series models and testing for causality and exogeneity : a review
Rambaldi, Alicia N.
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1997
Persistent link: https://www.econbiz.de/10000968926
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Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Doran, Howard E.
;
Rambaldi, Alicia N.
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1995
Persistent link: https://www.econbiz.de/10000923028
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