Robust optimal tests for causality in multivariate time series

Econometric Theory

Volumn 24, Issue 4, 2008, Pages 948-987

  Saidi, Abdessamad ^a   Roy, Roch ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45249105732     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080377     Document Type: Article

References (53)

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