A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (Q4407101)
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scientific article; zbMATH DE number 1940833
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| English | A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems |
scientific article; zbMATH DE number 1940833 |
Statements
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (English)
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20 August 2003
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0.9337701797485352
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0.8299257159233093
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0.8259480595588684
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0.8194840550422668
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0.8194840550422668
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