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NON‐CAUSALITY IN COINTEGRATED SYSTEMS: REPRESENTATION ESTIMATION AND TESTING
Author(s) -
Mosconi Rocco,
Giannini Carlo
Publication year - 1992
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1992.tb00009.x
Subject(s) - granger causality , political science , economics , econometrics