Non-causality in VAR-ECM models with purely exogenous long-run paths

DOI10.1016/S0165-1765(99)00233-5zbMath1013.91526OpenAlexW2168032549MaRDI QIDQ1606398

Christophe Rault

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00233-5

zbMATH Keywords

Monte Carlo experimentslong run matrixnon-causality testing

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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