SMALL SAMPLE PROPERTIES OF 3 TESTS FOR GRANGER-CAUSAL ORDERING IN A BIVARIATE STOCHASTIC-SYSTEM

被引：121

作者：

GUILKEY, DK ^{[1
]}

SALEMI, MK ^{[1
]}

机构：

[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1982年 / 64卷 / 04期

关键词：

D O I：

10.2307/1923951

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：668 / 680

页数：13

共 14 条

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