共 3 条
- [1] I nvestiagting causal relations by econometric models and cross -s pectral methods. Granger C W.J. Econometrica . 1969
- [2] C o -i ntegration and error correction:R epresentation,e stimation and testing. Engle R,G ranger C. Econometrica . 1987
- [3] S amll sample properities of three tests for granger causal ordering in a bivariate stochastic system. Guilkey D,S alami M D. R eview of Economics and Statistics . 1982