Vector autoregression and causality : a theoretical overview and simulation study
Hiro Y. Toda ; Peter C. B. Phillips
| Year of publication: |
1994
|
|---|---|
| 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
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| Subject: | ECM | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Simulation | Theorie | Theory | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001163109