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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
Appears in Collections:Hi-Stat Discussion paper series

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