Vector autoregression and causality : a theoretical overview and simulation study
Year of publication: |
1994
|
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Authors: | Toda, Hiro Y. |
Other Persons: | Phillips, Peter C. B. (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 13.1994, 2, p. 259-285
|
Subject: | ECM | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Simulation | Theorie | Theory | Kointegration | Cointegration |
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