A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models

Author: Triacca Umberto  

Publisher: MDPI

E-ISSN: 2225-1146|3|2|233-239

ISSN: 2225-1146

Source: Econometrics, Vol.3, Iss.2, 2015-04, pp. : 233-239

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Abstract