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scientific article
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scientific article

    Statements

    publication date
    1981
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    Mathematics Subject Classification ID
    62P20
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    62-02
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    90-02
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    91B84
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    91B06
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    62P25
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    62M10
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    zbMATH DE Number
    3761275
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    zbMATH Keywords
    Granger causality
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    direct Granger test
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    Sims test
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    Haugh Pierce test
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    instantaneous causality
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    feedback
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    bivariate model
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    bivariate autoregressive moving average model
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