Non-Causality in Cointegrated Systems: Representation, Estimation andTesting

Authors
Rocco Mosconi Carlo Giannini
Citation
Rocco Mosconi et Carlo Giannini, Non-Causality in Cointegrated Systems: Representation, Estimation andTesting, Oxford bulletin of economics and statistics, 54(03), 1992, pp. 399
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
54
Issue
03
Year of publication
1992
Database
ICR
SICI code
0305-9049(1992)54:03<399:NICSRE>2.0.ZU;2-8