Extension of Granger causality in multivariate time series models
Michael L. Bagshaw
| Alternative title: | Extension of Granger causality in multivariate time series models |
|---|---|
| Year of publication: |
1983
|
| Authors: | Bagshaw, Michael L. |
| Publisher: |
Cleveland/OH |
| Subject: | Ökonometrik Schätzung | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | 11 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001848169