Short run and long run causality in time series: inference

Jean-Marie Dufour (), Denis Pelletier and Eric Renault

Journal of Econometrics, 2006, vol. 132, issue 2, 337-362

Date: 2006
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Citations: View citations in EconPapers (96)

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Related works:
Working Paper: Short Run and Long Run Causality in Time Series: Inference (2003)
Working Paper: Short run and long run causality in time series: Inference (2003)
Working Paper: Short Run and Long Run Causality in Time Series: Inference (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:132:y:2006:i:2:p:337-362

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