Granger-causal-priority and choice of variables in vector autoregressions
Year of publication: |
2013
|
---|---|
Authors: | Jarociński, Marek ; Maćkowiak, Bartosz |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Theorie | Theory |
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