On the specification of Granger-causality tests using the cointegration methodology

DOI10.1016/0165-1765(87)90052-8zbMath1328.62627OpenAlexW2064508772MaRDI QIDQ900027

Colm Kearney, Ronald MacDonald

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90052-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Unnamed Item
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

This page was built for publication: On the specification of Granger-causality tests using the cointegration methodology