Causality and Cointegraton tests in the frameworks of a single Zero-Non-Zero patterned vector time series modelling

Penm, Jammie H C; Terrell, Richard; Wong, Wing-Keung

Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

Causality and Cointegraton tests in the frameworks of a single Zero-Non-Zero patterned vector time series modelling

Date

2003

Authors

Penm, Jammie H C

Terrell, Richard

Wong, Wing-Keung

Publisher

Asian Network for Scientific Information

URI

http://hdl.handle.net/1885/76457

Collections

ANU Research Publications

Source

Pakistan Journal of Applied Sciences

Type

Journal article

Full item page

Cultural advice

Causality and Cointegraton tests in the frameworks of a single Zero-Non-Zero patterned vector time series modelling

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Keywords

Citation

URI

Collections

Source

Type

Book Title

Entity type

Access Statement

License Rights

DOI

Restricted until