Granger Causal Priority and Choice of Variables in Vector Autoregressions
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/REST_a_00601
Reference17 articles.
1. The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
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