Selection of the relevant information set for predictive relationships analysis between time series
Year of publication: |
2002
|
---|---|
Authors: | Triacca, Umberto |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 21.2002, 8, p. 595-599
|
Subject: | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Theorie | Theory |
-
Unit roots and all that : the impact of time-series methods on macroeconomics
Smith, Ron, (1999)
-
Exports as a determinant of long-run growth in Paraguay, 1966 - 96
Richards, Donald G., (2001)
-
Testing for two-step Granger noncausality in trivariate VAR models
Giles, Judith A., (2002)
- More ...
-
Testing for non-causality by using the Autoregressive Metric
Di Iorio, Francesca, (2011)
-
Triacca, Umberto, (2013)
-
Non-causality due to included variables
Triacca, Umberto, (2017)
- More ...