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Tests for Long-Run Granger Non-Causality in Cointegrated Systems

Tests for Long-Run Granger Non-Causality in Cointegrated Systems
Digital文書・図像類
山本, 拓, 黒住, 英司Institute of Economic Research, Hitotsubashi University2003-12
Available onlineOther Libraries in Japan
  • Subject HeadingVector autoregression Cointegration Long-run causality Hypothesis testing

Tests for Long-Run Granger Non-Causality in Cointegrated Systems

Tests for Long-Run Granger Non-Causality in Cointegrated Systems
Digital文書・図像類
山本, 拓, 黒住, 英司Graduate School of Economics, Hitotsubashi University2003-06
Available onlineOther Libraries in Japan
  • Subject HeadingVector autoregression Cointegration Long-run causality Hypothesis testing

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