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• Khalid Sekkat

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Article provided by ADRES in its journal Annales d'Economie et de Statistique.

Volume (Year): (1989)
Issue (Month): 14 (Avril-Juin)
Pages: 08
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Handle: RePEc:adr:anecst:y:1989:i:14:p:08

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1. TjOstheim, Dag, 1981. "Granger-causality in multiple time series," Journal of Econometrics, Elsevier, vol. 17(2), pages 157-176, November. [Downloadable!] (restricted)
2. Kiviet, Jan F, 1986. "On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships," Review of Economic Studies, Blackwell Publishing, vol. 53(2), pages 241-61, April. [Downloadable!] (restricted)
3. Bessler, D A & Kling, J L, 1984. "A Note on Tests of Granger Causality," Applied Economics, Taylor and Francis Journals, vol. 16(3), pages 335-42, June.
4. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November. [Downloadable!] (restricted)
5. Geweke, John, 1978. "Testing the exogeneity specification in the complete dynamic simultaneous equation model," Journal of Econometrics, Elsevier, vol. 7(2), pages 163-185, June. [Downloadable!] (restricted)
6. Bouissou, Michel B & Laffont, Jean-Jacques & Vuong, Quang H, 1986. "Tests of Noncausality under Markov Assumptions for Qualitative Panel Data," Econometrica, Econometric Society, vol. 54(2), pages 395-414, March. [Downloadable!] (restricted)
   Other versions:
   • Bouissou, M. B. & Laffont, J. J. & Vuong, Q. H., 1983. "Tests of Non-Causality Under Markov Assumptions for Qualitative Panel Data," Working Papers 501, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
7. David A. Pierce & Larry D. Haugh, 1977. "Causality in temporal systems: characterizations and a survey," Special Studies Papers 87, Board of Governors of the Federal Reserve System (U.S.).
8. Breusch, T S & Pagan, A R, 1980. "The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics," Review of Economic Studies, Blackwell Publishing, vol. 47(1), pages 239-53, January. [Downloadable!] (restricted)
9. Christian Gourieroux & Alain Monfort & Eric Renault, 1987. "Kullback Causality Measures," Annales d'Economie et de Statistique, ADRES, issue 6-7, pages 17, Avril-Sep. [Downloadable!]
10. Defourny, Jacques & Thorbecke, Erik, 1984. "Structural Path Analysis and Multiplier Decomposition within a Social Accounting Matrix Framework," Economic Journal, Royal Economic Society, vol. 94(373), pages 111-36, March. [Downloadable!] (restricted)
11. Florens, Jean-Pierre & Mouchart, Michel, 1985. "A Linear Theory for Noncausality," Econometrica, Econometric Society, vol. 53(1), pages 157-75, January. [Downloadable!] (restricted)
12. Florens, J P & Mouchart, M, 1982. "A Note on Noncausality," Econometrica, Econometric Society, vol. 50(3), pages 583-91, May. [Downloadable!] (restricted)
13. Chamberlain, Gary, 1982. "The General Equivalence of Granger and Sims Causality," Econometrica, Econometric Society, vol. 50(3), pages 569-81, May. [Downloadable!] (restricted)
14. Feige, Edgar L & Pearce, Douglas K, 1979. "The Casual Causal Relationship between Money and Income: Some Caveats for Time Series Analysis," The Review of Economics and Statistics, MIT Press, vol. 61(4), pages 521-33, November. [Downloadable!] (restricted)

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