Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
J. H. W. Penm; R. D. Terrell
| Year of publication: |
1984
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| Authors: | Penm, J. H. W. ; Terrell, R. D. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 24.1984, 3, p. 311-330
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| Subject: | Statistik | Multivariate | Verfahren | Korrelation und Regression |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003649491