Causality and Exogeneity in Econometrics /

A special issue on causality and exogeneity in econometrics. Articles discuss Granger causality and the sampling of economic processes; short run and long run causality in time series; a frequency-domain approach to testing for short run and long run causality; noncausality in bivariate binary time...

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Detalles Bibliográficos
Publicado en:Journal of Econometrics Vol. 132; no. 2; pp. 305 - 544
Autores principales: Bauwens, Luc, Boswijk, H. Peter, Urbain, Jean-Pierre
Formato: Symposium
Publicado: Elsevier Science June 2006
Acceso en línea:Ver este registro en EBSCOhost