Granger Causality

Hendry, DF

Hendry, DF (reprint author), Univ Oxford, Dept Econ, Oxford, England.; Hendry, DF (reprint author), Univ Oxford, Inst New Econ, Oxford, England.

EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2017; 10 (1): 12

Abstract

Despite an extraordinary level of debate about the concept of 'causality' and establishing causal links, Granger (1969) [18] proposed an approach base......

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