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A Linear Theory for Noncausality - MaRDI portal

A Linear Theory for Noncausality (Q3736787)

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A Linear Theory for Noncausality
scientific article

    Statements

    title
    A Linear Theory for Noncausality (English)
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    author
    Michel Mouchart
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    Jean-Pierre Florens
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    published in
    Econometrica
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    publication date
    1985
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    zbMATH Keywords
    Granger-causality
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    Sims-causality
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    rational expectations
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    different definitions of noncausality
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    orthogonality
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    Hilbert space of square integrable variables
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    equivalence
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    finite horizon noncausality
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    Identifiers

    DOI
    10.2307/1911729
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    zbMATH DE Number
    3969975
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    OpenAlex ID
    W2075514886
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