Noncausality in VAR-ECM models with purely exogeneous long-run paths (Q1978557)
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scientific article; zbMATH DE number 1454323
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| English | Noncausality in VAR-ECM models with purely exogeneous long-run paths |
scientific article; zbMATH DE number 1454323 |
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Noncausality in VAR-ECM models with purely exogeneous long-run paths (English)
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4 June 2000
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cointegration
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noncausality
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structural hypothesis
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Monte Carlo
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0.9929010272026062
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0.7986575961112976
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0.7921148538589478
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0.7708441019058228
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0.7680590748786926
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