Tests for noncorrelation of two multivariate ARMA time series

Canadian Journal of Statistics

Volumn 25, Issue 2, 1997, Pages 233-256

  El Himdi, Khalid ^a   Roy, Roch ^b  

^a MOHAMMED V UNIVERSITY   (Morocco)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Causality test; Granger causality; Independence tests; Portmanteau statistics; Residual cross correlation

Indexed keywords

EID: 0031285464     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315734     Document Type: Article

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