A Procedure for Testing Granger Causality of Infinite Order

Fathali Firoozi and Donald Lien
Additional contact information
Fathali Firoozi: Department of Economics, University of Texas at San Antonio, U.S.A.
Donald Lien: Department of Economics, University of Texas at San Antonio, U.S.A.

International Journal of Business and Economics, 2011, vol. 10, issue 2, 165-170

Abstract: None

Keywords: autoregressive; infinite lags; dynamic models (search for similar items in EconPapers)
JEL-codes: C12 C32 (search for similar items in EconPapers)
Date: 2011
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