NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (Q3947021): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00315.x / rank
 
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Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank
 
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Property / cites work: Q5789658 / rank
 
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Property / cites work: Causality in temporal systems. Characterizations and a Survey / rank
 
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Property / cites work: Time series analysis and simultaneous equation econometric models / rank
 
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Latest revision as of 14:55, 13 June 2024

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NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS
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    NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (English)
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    1981
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    multivariate ARMA models
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    Granger causality
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    stationary multivariate time series
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