Simplified conditions for noncausality between vectors in multivariate ARMA models
| Year of publication: |
1994
|
|---|---|
| Authors: | Boudjellaba, Hafida ; Dufour, Jean-Marie ; Roy, Roch |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 63.1994, 1, p. 271-287
|
| Publisher: |
Elsevier |