Comparing alternative tests of causality in temporal systems
- 1 February 1983
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 21 (2) , 161-194
- https://doi.org/10.1016/0304-4076(83)90012-x
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- The Approximate Slopes of Econometric TestsEconometrica, 1981
- A Comparison of Tests of the Independence of Two Covariance-Stationary Time SeriesJournal of the American Statistical Association, 1981
- Conflict Among Criteria for Testing Hypotheses: Extensions and CommentsEconometrica, 1979
- Testing the exogeneity specification in the complete dynamic simultaneous equation modelJournal of Econometrics, 1978
- Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression ModelEconometrica, 1977
- A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression ModelsEconometrica, 1974
- Generalized Least Squares with an Estimated Autocovariance MatrixEconometrica, 1973
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969
- Stochastic Comparison of TestsThe Annals of Mathematical Statistics, 1960
- A Note on the Generation of Random Normal DeviatesThe Annals of Mathematical Statistics, 1958