A Procedure for Testing Granger Causality of Infinite Order
| Year of publication: |
2011
|
|---|---|
| Authors: | Firoozi, Fathali ; Lien, Donald |
| Published in: |
International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 10.2011, 2, p. 165-170
|
| Publisher: |
College of Business |
| Subject: | autoregressive | infinite lags | dynamic models |
| Extent: | application/pdf text/html |
|---|---|
| Type of publication: | Article |
| Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10010837247