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Vector autoregression and causality
Toda, Hiro Y.
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Phillips, Peter C. B.
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1991
Persistent link: https://www.econbiz.de/10000828076
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
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Phillips, Peter C. B.
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1991
Persistent link: https://www.econbiz.de/10000828077
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
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1991
Persistent link: https://www.econbiz.de/10000828952
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