Economics at your fingertips  

Testing non-correlation and non-causality between multivariate arma time series

Marc Hallin () and Abdessamad Saidi

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Keywords: Granger causality; Multivariate autoregressive moving-average (VARMA) models; Non-correlation; Time series (search for similar items in EconPapers)
Date: 2005-01
Note: SCOPUS: ar.j
References: Add references at CitEc
Citations: View citations in EconPapers (6) Track citations by RSS feed

Published in: Journal of time series analysis (2005) v.26 n° 1,p.83-105

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series (2005) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This working paper can be ordered from ...

Access Statistics for this paper

More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().

Page updated 2019-06-19
Handle: RePEc:ulb:ulbeco:2013/127945