HERMES-IR HITOTSUBASHI UNIVERSITY

HERMES-IR : Research & Education Resources >
070 Working Papers = ワーキングペーパー >
Hi-Stat Discussion paper series >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10086/14061

Files in This Item:

File Description SizeFormat
D03-07.pdf195KbAdobe PDF
Download
Title: The Granger Non-Causality Test in Cointegrated Vector Autoregressions
Authors: Chigira, Hiroaki
Yamamoto, Taku
Issue Date: Dec-2003
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 27 p.
Series/Report no.: Hi-Stat Discussion paper series ; No. d03-07
Description: The initial version of the paper was circulated as "The Granger Non-Causality Test in Possibly Cointegrated Systems".
Language: eng
Text Version: publisher
RelationURI: http://21coe.ier.hit-u.ac.jp/english/index.html
Appears in Collections:Hi-Stat Discussion paper series

Items in HERMES-IR are protected by copyright, with all rights reserved, unless otherwise indicated.

 

Valid XHTML 1.0! DSpace Software Copyright © 2002-2006 MIT and Hewlett-Packard - Feedback