Testing for two-step Granger noncausality in trivariate VAR models

Judith A. Giles

Year of publication:	2002
Authors:	Giles, Judith A.
Published in:	Handbook of applied econometrics and statistical inference. - New York : Dekker, ISBN 0-8247-0652-8. - 2002, p. 371-399
Subject:	VAR-Modell \| VAR model \| Kausalanalyse \| Causality analysis \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test

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