Short Run and Long Run Causality in Time Series: Theory

DOI10.2307/2999631zbMath1055.62547MaRDI QIDQ4530923

Eric Renault, Jean-Marie Dufour

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2999631

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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