Granger causality and weak exogeneity in bivariate and trivariate vars
Year of publication: |
1996
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
Publisher: |
London : Centre for Economic Forecasting |
Subject: | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Theorie | Theory |
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