Vector autoregression and causality: a theoretical overview and simulation study
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474939408800286
Reference10 articles.
1. Co-Integration and Error Correction: Representation, Estimation, and Testing
2. Statistical analysis of cointegration vectors
3. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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