Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions

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Publication:3593523

DOI10.1080/03610920601036366zbMath1114.62085OpenAlexW2025829360MaRDI QIDQ3593523

Taku Yamamoto, Hiroaki Chigira

Publication date: 23 July 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601036366







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