Work

Testing causality using efficiently parametrized vector ARMA models

Year: 1986

Type: article

Source: Applied Mathematics and Computation

DOI: 10.1016/0096-3003(86)90010-x

Authors: Paul Newbold, Steven M. Hotopp

Institution: University of Illinois Urbana-Champaign

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006160970

FWCI: 3.236

Cites: 52

Cited by: 15

Related to: 10