Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System.
| Year of publication: |
1982
|
|---|---|
| Authors: | Guilkey, David K ; Salemi, Michael K |
| Published in: |
The Review of Economics and Statistics. - MIT Press. - Vol. 64.1982, 4, p. 668-80
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| Publisher: |
MIT Press |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005692679