Non-causality in VAR-ECM models with purely exogenous long-run paths (Q1606398)
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scientific article; zbMATH DE number 1770964
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| English | Non-causality in VAR-ECM models with purely exogenous long-run paths |
scientific article; zbMATH DE number 1770964 |
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Non-causality in VAR-ECM models with purely exogenous long-run paths (English)
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1 September 2002
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long run matrix
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non-causality testing
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Monte Carlo experiments
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0.9929010272026062
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0.805976927280426
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0.7913402318954468
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0.7771548628807068
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0.7763400673866272
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