Granger-causality in multiple time series
type: Item
instance of: scholarly article
title: Granger-causality in multiple time series
zbMATH Open document ID: 0481.62074
DOI: 10.1016/0304-4076(81)90024-5
published in: Journal of Econometrics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3755717
zbMATH Keywords: autoregressive models
zbMATH Keywords: tests of causality
zbMATH Keywords: constrained estimation
author: Dag Tjøstheim
MaRDI profile type: Publication
full work available at URL: 0304-4076(81)90024-5
OpenAlex ID: W2015009958
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description: scientific article; zbMATH DE number 3755717