Keywords
Granger causalityPolitical scienceEconomicsEconometrics
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Publication Info
- Year
- 1992
- Type
- article
- Volume
- 54
- Issue
- 3
- Pages
- 399-417
- Citations
- 245
- Access
- Closed
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Cite This
Rocco Mosconi,
Carlo Giannini
(1992).
NON‐CAUSALITY IN COINTEGRATED SYSTEMS: REPRESENTATION ESTIMATION AND TESTING.
Oxford Bulletin of Economics and Statistics
, 54
(3)
, 399-417.
https://doi.org/10.1111/j.1468-0084.1992.tb00009.x
Identifiers
- DOI
- 10.1111/j.1468-0084.1992.tb00009.x