A Test for Granger-Causality in a Multivariate ARMA Model.
Year of publication: |
1984
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Authors: |
Eberts, R W
;
Steece, B M
|
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 9.1984, 1, p. 51-58
|
Publisher: |
Department of Economics and Finance Research and Teaching
|
Type of publication: | Article
|
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Source: | |
Persistent link: https://www.econbiz.de/10005382406