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A linear theory for noncausality

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  • FLORENS, Jean-Pierre
  • MOUCHART, Michel

Abstract

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  • FLORENS, Jean-Pierre & MOUCHART, Michel, 1985. "A linear theory for noncausality," LIDAM Reprints CORE 598, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:598
    Note: In : Econometrica, 53(1), 157-175, 1985
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    Cited by:

    1. Andrea Silvestrini & David Veredas, 2008. "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 458-497, July.
    2. Tomasz Woźniak, 2018. "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, vol. 37(4), pages 325-346, April.
    3. Hendry, David F & Ericsson, Neil R, 1991. "An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz," American Economic Review, American Economic Association, vol. 81(1), pages 8-38, March.

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