NDLI: NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS

Content Provider	Scilit
Author	Kang, Heejoon
Copyright Year	1981
Description	Journal: Journal of Time Series Analysis
Ending Page	101
Starting Page	95
ISSN	2573508X
e-ISSN	14679892
DOI	10.1111/j.1467-9892.1981.tb00315.x
Journal	Journal of Time Series Analysis
Issue Number	2
Volume Number	2
Language	English
Publisher	Wiley-Blackwell
Publisher Date	1981-03-01
Access Restriction	Open
Subject Keyword	Journal: Journal of Time Series Analysis Cybernetical Science Granger Causality Multivariate Arma Model
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Statistics and Probability Statistics, Probability and Uncertainty

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NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS