Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models (Q4037626)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models |
scientific article |
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16 May 1993
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bounds test
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causality test
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Granger causality
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causality analysis
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general vector autoregressive moving average (ARMA) models
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Granger noncausality
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linear invertible processes
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stationary invertible ARMA processes
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Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models (English)
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