Small Sample Properties of Three Tests for Granger-Causal...

Review of Economics and Statistics 1982 / 11 Vol. 64; Iss. 4

Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

David K. Guilkey and Michael K. Salemi
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Volume:
64
Language:
english
Journal:
The Review of Economics and Statistics
DOI:
10.2307/1923951
Date:
November, 1982
File:
PDF, 385 KB
english, 1982
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