The General Equivalence of Granger and Sims Causality

• 1 May 1982
• journal article
• Published by JSTOR in Econometrica
• Vol. 50  (3) , 569
• https://doi.org/10.2307/1912601

Abstract

Keywords

• SIMS CAUSALITY
• GRANGER AND SIMS
• GENERAL EQUIVALENCE OF GRANGER

All Related Versions

• Version 1, RePEc (Unconfirmed version)