Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
| Year of publication: |
1984
|
|---|---|
| Authors: | Penm, J. H. W. ; Terrell, R. D. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 24.1984, 3, p. 311-330
|
| Publisher: |
Elsevier |