Causality and exogeneity in non-stationary economic time series
Year of publication: |
2004
|
---|---|
Authors: | Hendry, David F. |
Published in: |
New directions in macromodelling. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-51633-6. - 2004, p. 21-48
|
Subject: | Zeitreihenanalyse | Time series analysis | Makroökonometrie | Macroeconometrics | Kausalanalyse | Causality analysis | Geldnachfrage | Money demand | Modellierung | Scientific modelling | Statistischer Test | Statistical test |
-
Causality and Exogeneity in Non-stationary Economic Time Series
Hendry, David F., (2004)
-
Aka, Niels Mariano, (2021)
-
MBAR models : a test of ARIMAX modelling
Maggina, Anastasia G., (2011)
- More ...
-
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
Castle, Jennifer, (2009)
-
Economic forecasting in theory and practice : an Interview with David F. Hendry
Ericsson, Neil R., (2016)
-
Research and the academic : a tale of two cultures
Hendry, David F., (2010)
- More ...