Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models.
| Year of publication: |
1992
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|---|---|
| Authors: | Boudjellaba, H. ; Dufour, J.M. ; Roy, R. |
| Institutions: | Département de Sciences Économiques, Université de Montréal |
| Subject: | ECONOMETRICS | ECONOMIC MODELS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 22 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005133126