Simplified conditions for noncausality between vectors in multivariate ARMA models
type: Item
instance of: scholarly article
title: Simplified conditions for noncausality between vectors in multivariate ARMA models
zbMATH Open document ID: 0806.62095
DOI: 10.1016/0304-4076(93)01568-7
author: H. Boudjellaba
author: Jean-Marie Dufour
author: Roch Roy
published in: Journal of Econometrics
publication date: 1995-02-16T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 706591
zbMATH Keywords: Granger causality
zbMATH Keywords: multivariate ARMA process
zbMATH Keywords: causality test
zbMATH Keywords: necessary and sufficient conditions for noncausality
zbMATH Keywords: stationary invertible ARMA processes
describes a project that uses: Mathematica
MaRDI profile type: Publication
full work available at URL: 0304-4076(93)01568-7
OpenAlex ID: W2158031960
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description: scientific article; zbMATH DE number 706591