Tests of Granger causality by the selection of the orders of a bivariate autoregressive model
- 1 January 1986
- journal article
- Published by Elsevier in Economics Letters
- Vol. 22 (2-3) , 223-227
- https://doi.org/10.1016/0165-1765(86)90236-3
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Lag-Length Selection and Tests of Granger Causality Between Money and IncomeJournal of Money, Credit and Banking, 1985
- Causality tests in econometricsJournal of Economic Dynamics and Control, 1979
- A Central Limit Theorem for Parameter Estimation in Stationary Vector Time Series and its Application to Models for a Signal Observed with NoiseThe Annals of Statistics, 1979
- The Determination of the Order of an AutoregressionJournal of the Royal Statistical Society Series B: Statistical Methodology, 1979
- Estimating the Dimension of a ModelThe Annals of Statistics, 1978
- Selection of the order of an autoregressive model by Akaike's information criterionBiometrika, 1976
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969