A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
作者:
Ghazi Shukur,
Panagiotis Mantalos,
期刊:
Journal of Applied Statistics
(Taylor Available online 2000)
卷期:
Volume 27,
issue 8
页码: 1021-1031
ISSN:0266-4763
年代: 2000
DOI:10.1080/02664760050173346
出版商: Taylor & Francis Group
数据来源: Taylor
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