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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828952
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000829595
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
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pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
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