Elimination of third-series effect and defining partial measures of causality

Journal of Time Series Analysis

Volumn 22, Issue 5, 2001, Pages 537-554

  Hosoya, Yuzo ^a  

^a TOHOKU UNIVERSITY   (Japan)

Author keywords

Cointegrated process; Granger causality; Linear prediction; Spectral density; Stationary process

Indexed keywords

EID: 0039890223     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00240     Document Type: Article

References (19)

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