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Testing for Two-Step Granger Noncausality in Trivariate VAR Models

Judith A. Giles ()
Authors registered in the RePEc Author Service: Judith Anne Clarke ()

No 8, Econometrics Working Papers from Department of Economics, University of Victoria

Keywords: Causality testing; VAR models; non-stationary time-series. (search for similar items in EconPapers)
JEL-codes: C12 C32 (search for similar items in EconPapers)
Pages: 36 pages
Date: 2000-10-04
New Economics Papers: this item is included in nep-ecm and nep-ets
Note: ISSN 1485-6441
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Citations: View citations in EconPapers (6) Track citations by RSS feed

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