SCOPUS 정보 검색 플랫폼

Volumn 12, Issue 2, 1996, Pages 215-256

Noncausality in continuous time models

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030532763 PISSN: 02664666 EISSN: None Source Type: Journal
DOI: 10.1017/s0266466600006575 Document Type: Article

Times cited : (31)

References (11)

1
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- Amin, K.I.¹ Ng, V.K.²

2
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- Gaussian estimation of structural parameters in higher order continuous time dynamic models
- Bergström, A.R. (1983) Gaussian estimation of structural parameters in higher order continuous time dynamic models. Econometrica 51, 117-152.
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- Bergström, A.R.¹

4
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- Advanced Texts in Econometrics, C.W.J. Granger & G. Mizon (gen. eds.). Oxford: Oxford University Press
- Bergström, A.R. (1990) Continuous Time Econometric Modelling. Advanced Texts in Econometrics, C.W.J. Granger & G. Mizon (gen. eds.). Oxford: Oxford University Press.
- (1990) Continuous Time Econometric Modelling
- Bergström, A.R.¹

5
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- I973 the pricing of options and corporate liabilities
- Black, F. & M. Scholes (I973) The pricing of options and corporate liabilities. Journal of Political Economy 81, 637-659.
- Journal of Political Economy , vol.81 , pp. 637-659
- Black, F.¹ Scholes, M.²

6
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- Testing causality between two vectors in multivariate ARMA model
- Boudjellabah, H., J.M. Dufour, & R. Roy (1992) Testing causality between two vectors in multivariate ARMA model. Journal of the American Statistical Association 87, 1082-1090.
- (1992) Journal of the American Statistical Association , vol.87 , pp. 1082-1090
- Boudjellabah, H.¹ Dufour, J.M.² Roy, R.³

7
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- Temporal aggregation and structural inference in macroeconomics
- Christiano, L.J. & M. Eichenbaum (1987) Temporal aggregation and structural inference in macroeconomics. Carnegie-Rochester Conference Series on Public Policy 26, 63-130.
- (1987) Carnegie-Rochester Conference Series on Public Policy , vol.26 , pp. 63-130
- Christiano, L.J.¹ Eichenbaum, M.²

8
- 0002402594
- Discrete approximations to continuous time lag distributions in econometrics
- Sims, C.A. (1971) Discrete approximations to continuous time lag distributions in econometrics. Econometrica 39, 545-564.
- (1971) Econometrica , vol.39 , pp. 545-564
- Sims, C.A.¹

9
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- Money, income and causality
- Sims, C.A. (1972) Money, income and causality. American Economic Review 62, 540-552.
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- Sims, C.A.¹

10
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- Continuous record asymptotics in systems of stochastic differential equations
- Sorensen, B.E. (1992) Continuous record asymptotics in systems of stochastic differential equations. Econometric Theory 8, 28-51.
- (1992) Econometric Theory , vol.8 , pp. 28-51
- Sorensen, B.E.¹

11
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- Causality and causal laws in economics
- Zellner, A. (1988) Causality and causal laws in economics. Journal of Econometrics 39, 7-21.
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- Zellner, A.¹

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