NONCAUSALITY IN COINTEGRATED SYSTEMS - REPRESENTATION ESTIMATION AND TESTING

被引：87

作者：

MOSCONI, R ^{[1
]}

GIANNINI, C ^{[1
]}

机构：

[1] UNIV ANCONA,DIPARTIMENTO ECON,I-60100 ANCONA,ITALY

来源：

OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1992年 / 54卷 / 03期

关键词：

D O I：

10.1111/j.1468-0084.1992.tb00009.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：399 / 417

页数：19

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[9]

JOHANSEN S, 1990, 9005 U COP I EC DISC

[10]

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