共 18 条
[1]
Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples. Hurvich C M. Biometrika . 1990
[2]
Public expenditure and national income causality:Further evidence on the role of omitted variable. Syed A. Southern Economic Journal . 1992
[3]
A nonparametric test for independence of a multivariate time series. Baek B. Statistica Sinica . 1992
[4]
A classical econometric model of the United States. Sargent R G. Journal of Politics . 1976
[5]
A new look at the statictical model identification. Akaike H. IEEE Transactions on Automatic Control . 1974
[6]
Non-causality due to irrelevant lag polynomials. Luintel K B. Applied Economics . 2002
[7]
Money, income and causality. Sims C A. The American Economist . 1972
[8]
Macroeconomics and reality. Sims C A. The Econometrics Journal . 1980
[9]
Investigating causal relationships by econometrics and cross-spectral models. Granger C W J. Econometrica . 1969
[10]
Some recent developments in a concept of causality. Granger C W J. Journal of Econometrics . 1988