Short run and long run causality in time series: inference
| Year of publication: |
2006
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Pelletier, Denis ; Renault, Eric |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 132.2006, 2, p. 337-362
|
| Publisher: |
Elsevier |