ON THE SPECIFICATION OF GRANGER-CAUSALITY TESTS USING THE COINTEGRATION METHODOLOGY

被引：26

作者：

MACDONALD, R ^{[1
]}

KEARNEY, C ^{[1
]}

机构：

[1] UNIV NEW S WALES,KENSINGTON,NSW 2033,AUSTRALIA

来源：

关键词：

D O I：

10.1016/0165-1765(87)90052-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：149 / 153

页数：5

共 9 条

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