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Testing for Two-Step Granger Noncausality in Trivariate VAR Models Author info | Abstract | Publisher info | Download info | Related research | Statistics Judith A. Giles ()
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Paper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number
0008.
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Length: 36 pages
Date of creation: 04 Oct 2000Date of revision:
Handle: RePEc:vic:vicewp:0008Note: ISSN 1485-6441Contact details of provider: Postal: PO Box 1700, STN CSC, Victoria, BC, Canada, V8W 2Y2 Phone: (250)721-8540 Fax: (250)721-6214 Web page: http://web.uvic.ca/econ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (David Giles).
Keywords: Causality testing ; VAR models ; non-stationary time-series. ; Other versions of this item:
Find related papers by JEL classification: C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
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