The General Equivalence of Granger and Sims Causality (Q3942123)

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The General Equivalence of Granger and Sims Causality
scientific article

    Statements

    title
    The General Equivalence of Granger and Sims Causality (English)
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    author
    Gary Chamberlain
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    published in
    Econometrica
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    publication date
    1982
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    zbMATH Keywords
    linear predictor specification
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    conditional independence
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    causality
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    Identifiers

    DOI
    10.2307/1912601
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    Mathematics Subject Classification ID
    60G07
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    91B06
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    62C05
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    zbMATH DE Number
    3759243
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    OpenAlex ID
    W1975139355
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