MULTIVARIATE SUBSET AUTOREGRESSIVE MODELING WITH ZERO CONSTRAINTS FOR DETECTING OVERALL CAUSALITY

被引：19
|
作者：
PENM, JHW
TERRELL, RD
机构：
来源：
JOURNAL OF ECONOMETRICS | 1984年 / 24卷 / 03期
关键词：
D O I：
10.1016/0304-4076(84)90056-3
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：311 / 330
页数：20
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