Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models

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

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

Keywords: ECONOMETRICS; ECONOMIC MODELS (search for similar items in EconPapers)
Date: Written 1992
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Related works:
Working Paper: Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models (1992)
Journal Article: Simplified conditions for noncausality between vectors in multivariate ARMA models (1994)
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