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Inference and causality in economic time series models

In: Handbook of Econometrics

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Geweke, John

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This chapter was published in: Z. Griliches† & M. D. Intriligator (ed.) Handbook of Econometrics, , chapter 19, pages 1101-1144, 1984.

This item is provided by Elsevier in its series Handbook of Econometrics with number 2-19.

Handle: RePEc:eee:ecochp:2-19

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Related research
This chapter was published in the following book, which is listed on IDEAS:
Z. Griliches† & M. D. Intriligator (ed.), 1984. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 2, number 2. [Downloadable!] (restricted)
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Find related papers by JEL classification:
C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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  1. Skalin, Joakim & Teräsvirta, Timo, 1996. "Another Look at Swedish Business Cycles, 1861-1988," Working Paper Series in Economics and Finance 130, Stockholm School of Economics. [Downloadable!]
    Other versions:
  2. Craig Hiemstra & Charles Kramer, 1997. "Nonlinearity and Endogeneity in Macro-Asset Pricing," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 2(3), pages 61-76. [Downloadable!] (restricted)
  3. Helmut LUETKEPOHL & Maike MUELLER, . "Testing for Multi-Step Causality in Time Series," Sonderforschungsbereich 373 1994-3, Humboldt Universitaet Berlin.
  4. Genaro, SUCARRAT, 2006. "The First Stage in Hendry’s Reduction Theory Revisited," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2006041, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
  5. James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. James H. Stock & Mark W. Watson, 1987. "Interpreting Evidence on Money-Income Causality," NBER Working Papers 2228, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Nilsson, Kristian, 1999. "Alternative Measures of the Swedish Real Effective Exchange Rate," Working Paper 68, National Institute of Economic Research. [Downloadable!]
  8. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
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