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Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire

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Jia Shen
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File URL: http://www.adres.ens.fr/anciens/n51/vol51-11.pdf
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Article provided by ADRES in its journal Annales d'Economie et de Statistique.

Volume (Year): (1998)
Issue (Month): 51 (Juillet-Septembre)
Pages: 11
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Handle: RePEc:adr:anecst:y:1998:i:51:p:11

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. 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)
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  2. 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!]
  3. Florens, Jean-Pierre & Mouchart, Michel, 1985. "A Linear Theory for Noncausality," Econometrica, Econometric Society, vol. 53(1), pages 157-75, January. [Downloadable!] (restricted)
  4. Engle, Robert F., 1984. "Wald, likelihood ratio, and Lagrange multiplier tests in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 13, pages 775-826 Elsevier. [Downloadable!] (restricted)
  5. Hosoya, Yuzo, 1977. "On the Granger Condition for Non-Causality," Econometrica, Econometric Society, vol. 45(7), pages 1735-36, October. [Downloadable!] (restricted)
  6. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July. [Downloadable!] (restricted)
  7. Florens, J P & Mouchart, M, 1982. "A Note on Noncausality," Econometrica, Econometric Society, vol. 50(3), pages 583-91, May. [Downloadable!] (restricted)
  8. Chamberlain, Gary, 1982. "The General Equivalence of Granger and Sims Causality," Econometrica, Econometric Society, vol. 50(3), pages 569-81, May. [Downloadable!] (restricted)
  9. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September. [Downloadable!] (restricted)
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