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Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire Author info | Abstract | Publisher info | Download info | Related research | Statistics Jia Shen
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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:11Contact details of provider: Web page: http://www.adres.ens.fr/ More information through EDIRC
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Keywords: References listed on IDEAS 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.:
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: 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!]
Florens, Jean-Pierre & Mouchart, Michel, 1985.
"A Linear Theory for Noncausality ,"
Econometrica ,
Econometric Society, vol. 53(1), pages 157-75, January.
[Downloadable!] (restricted)
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)
Hosoya, Yuzo, 1977.
"On the Granger Condition for Non-Causality ,"
Econometrica ,
Econometric Society, vol. 45(7), pages 1735-36, October.
[Downloadable!] (restricted)
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)
Florens, J P & Mouchart, M, 1982.
"A Note on Noncausality ,"
Econometrica ,
Econometric Society, vol. 50(3), pages 583-91, May.
[Downloadable!] (restricted)
Chamberlain, Gary, 1982.
"The General Equivalence of Granger and Sims Causality ,"
Econometrica ,
Econometric Society, vol. 50(3), pages 569-81, May.
[Downloadable!] (restricted)
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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