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Title: Tests for Long-Run Granger Non-Causality in Cointegrated Systems
Authors: Yamamoto, Taku
Kurozumi, Eiji  
Edition: Third Revision
Issue Date: Jun-2003
Publisher: Graduate School of Economics, Hitotsubashi University
Physical Description: 39 p.
Series/Report no.: Discussion papers ; No. 2003-12
Description: February 2001; First Revision, February 2002; Second Revision, February 2003; Third Revision, June 2003
Language: eng
Appears in Collections:Discussion papers / Graduate School of Economics, Hitotsubashi University

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