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A Linear Theory for Noncausality

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Author Info
Florens, Jean-Pierre
Mouchart, Michel

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 53 (1985)
Issue (Month): 1 (January)
Pages: 157-75
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Handle: RePEc:ecm:emetrp:v:53:y:1985:i:1:p:157-75

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  1. Neil R. Ericsson, 1991. "Cointegration, exogeneity, and policy analysis: an overview," International Finance Discussion Papers 415, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  2. Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen. [Downloadable!]
  3. Jia Shen, 1998. "Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire," Annales d'Economie et de Statistique, ADRES, issue 51, pages 11, Juillet-S. [Downloadable!]
  4. Khalid Sekkat, 1989. "L'analyse de causalité comme méthode de détermination des filières industrielles," Annales d'Economie et de Statistique, ADRES, issue 14, pages 08, Avril-Jui. [Downloadable!]
  5. Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO. [Downloadable!]
  6. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  7. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research Department. [Downloadable!]
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