Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models.
| Year of publication: |
1992
|
|---|---|
| Authors: | Boudjellaba, H. ; Dufour, J.M. ; Roy, R. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | econometrics | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 22 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005729540