Short run and long run causality in time series: inference
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Publication:291702
DOI10.1016/j.jeconom.2005.02.003zbMath1337.62358OpenAlexW2116393040MaRDI QIDQ291702
Jean-Marie Dufour, Eric Renault, Denis Pelletier
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2003s-61.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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Uses Software
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