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Short and Long Run Causality Measures: Theory and Inference.

Taamouti, A.; Dufour, J-M.

Authors

J-M. Dufour



Citation

Taamouti, A., & Dufour, J. (2010). Short and Long Run Causality Measures: Theory and Inference. Journal of Econometrics, 154(1), 42-58

Journal Article Type Article
Publication Date 2010
Deposit Date Oct 16, 2014
Journal Journal of Econometrics
Print ISSN 0304-4076
Publisher Elsevier
Peer Reviewed Peer Reviewed
Volume 154
Issue 1
Pages 42-58
Public URL https://durham-repository.worktribe.com/output/1443736