Granger causality and dynamic structural systems

Journal of Financial Econometrics

Volumn 8, Issue 2, 2010, Pages 193-243

  White, Halbert ^a   Lu, Xun ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Causality; Conditional exogeneity; Exogeneity; Natural experiments; Structural equations; Vector autoregression

Indexed keywords

EID: 77951217938     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbq006     Document Type: Article

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