Testing Causality Between Two Vextors in Multivariate Arma Models.
Year of publication: |
1991
|
---|---|
Authors: | Boudjellaba, B. ; Dufour, J.-M. ; Roy, R. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | tests | econometrics | economic models |
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