Testing Causality Between Two Vectors in Multivariate Arma Models

B. Boudjellaba, Jean-Marie Dufour () and R. Roy

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: TESTS; ECONOMETRICS; ECONOMIC MODELS (search for similar items in EconPapers)
Date: Written 1991
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Related works:
Working Paper: Testing Causality Between Two Vextors in Multivariate Arma Models (1991)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9119

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