Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test

Author: Di Iorio Francesca   Triacca Umberto  

Publisher: MDPI

E-ISSN: 2225-1146|2|4|203-216

ISSN: 2225-1146

Source: Econometrics, Vol.2, Iss.4, 2014-12, pp. : 203-216

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Abstract