MULTIVARIATE SUBSET AUTOREGRESSIVE MODELING WITH ZERO CONSTRAINTS FOR DETECTING OVERALL CAUSALITY

被引:19
作者
PENM, JHW
TERRELL, RD
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D O I
10.1016/0304-4076(84)90056-3
中图分类号
F [经济];
学科分类号
02 ;
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页码:311 / 330
页数:20
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