Publication:3943881

zbMath0484.62116MaRDI QIDQ3943881

Gebhard Kirchgaessner

Publication date: 1981

zbMATH Keywords

feedback; Granger causality; instantaneous causality; bivariate model; bivariate autoregressive moving average model; direct Granger test; Haugh Pierce test; Sims test

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P25: Applications of statistics to social sciences

91B06: Decision theory

91B84: Economic time series analysis

62-02: Research exposition (monographs, survey articles) pertaining to statistics

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

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