Publication:3943881
From MaRDI portal
zbMath0484.62116MaRDI QIDQ3943881
Publication date: 1981
feedback; Granger causality; instantaneous causality; bivariate model; bivariate autoregressive moving average model; direct Granger test; Haugh Pierce test; Sims test
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P25: Applications of statistics to social sciences
91B06: Decision theory
91B84: Economic time series analysis
62-02: Research exposition (monographs, survey articles) pertaining to statistics
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
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