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Vector Autoregression and Causality
Toda, Hiro Y., (1991)
ERRATUM: Vol. 61, No. 6 (November, 1993) cover Table of Contents contains a misprint. The authors of "Vector Autoregressions and Causality" are Hiro Y. Toda and Peter C. B. Phillips. We apologize to Professor Toda for the inconvenience
Toda, Hiro Y., (1994)
The spurious effect of unit roots on vector autoregressions: An analytical study
Toda, Hiro Y., (1993)