This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Inference and causality in economic time series models In: Handbook of Econometrics Author info | Abstract | Publisher info | Download info | Related research | Statistics Geweke, John
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF This chapter was published in: Z. Griliches† & M. D. Intriligator (ed.) Handbook of Econometrics , , chapter 19, pages 1101-1144, 1984.This item is provided by Elsevier in its series Handbook of Econometrics with number
2-19.
Handle: RePEc:eee:ecochp:2-19
Contact details of provider: Web page: http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
This chapter was published in the following book, which is listed on IDEAS : Z. Griliches† & M. D. Intriligator (ed.), 1984.
"Handbook of Econometrics ,"
Handbook of Econometrics ,
Elsevier,
edition 1, volume 2, number 2, September.
[Downloadable!] (restricted)
Keywords: Find related papers by JEL classification: C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other
Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
James H. Stock & Mark W. Watson, 1998.
"Business Cycle Fluctuations in U.S. Macroeconomic Time Series ,"
NBER Working Papers
6528, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Stock, James H. & Watson, Mark W., 1999.
"Business cycle fluctuations in us macroeconomic time series ,"
Handbook of Macroeconomics ,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64
Elsevier.
[Downloadable!] (restricted) James H. Stock & Mark W. Watson, 1987.
"Interpreting Evidence on Money-Income Causality ,"
NBER Working Papers
2228, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Eleanor Doyle, 1998.
"Export-output causality: The Irish case 1953–93 ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 26(2), pages 147-161, June.
[Downloadable!] (restricted)
D. Sornette & W. -X. Zhou, 2004.
"Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method ,"
Quantitative Finance Papers
cond-mat/0408166, arXiv.org.
[Downloadable!]
Skalin, Joakim & Teräsvirta, Timo, 1996.
"Another Look at Swedish Business Cycles, 1861-1988 ,"
Working Paper Series in Economics and Finance
130, Stockholm School of Economics.
[Downloadable!]
Other versions:
J. Skalin & T. Ter"Asvirta, .
"Another Look at Swedish Business Cycles, 1861-1988 ,"
Sonderforschungsbereich 373
1996-96, Humboldt Universitaet Berlin.
Skalin, Joakim & Terasvirta, Timo, 1999.
"Another Look at Swedish Business Cycles, 1861-1988 ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(4), pages 359-78, July-Aug..
[Downloadable!] Alberto Chong & Luisa Zanforlin, 2004.
"Inward-Looking Policies, Institutions, Autocrats, and Economic Growth in Latin America: An Empirical Exploration ,"
Public Choice ,
Springer, vol. 121(3), pages 335-361, February.
[Downloadable!] (restricted)
Other versions: Nilsson, Kristian, 1999.
"Alternative Measures of the Swedish Real Effective Exchange Rate ,"
Working Paper
68, National Institute of Economic Research.
[Downloadable!]
SUCARRAT, Genaro, 2006.
"The first stage in HendryÕs reduction theory revisited ,"
CORE Discussion Papers
2006082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
Helmut LUETKEPOHL & Maike MUELLER, .
"Testing for Multi-Step Causality in Time Series ,"
Sonderforschungsbereich 373
1994-3, Humboldt Universitaet Berlin.
Danilo Santini & David Poyer, 2008.
"Motor Vehicle Output and GDP, 1968–2007 ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 36(4), pages 483-491, December.
[Downloadable!] (restricted)
Peter Adams & Michael D. Hurd & Daniel L. McFadden & Angela Merrill & Tiago Ribeiro, 2004.
"Healthy, Wealthy, and Wise? Tests for Direct Causal Paths between Health and Socioeconomic Status ,"
NBER Chapters ,
in: Perspectives on the Economics of Aging, pages 415-526
National Bureau of Economic Research, Inc.
[Downloadable!]
Other versions:
Adams, Peter & Hurd, Michael D. & McFadden, Daniel & Merrill, Angela & Ribeiro, Tiago, 2003.
"Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status ,"
Journal of Econometrics ,
Elsevier, vol. 112(1), pages 3-56, January.
[Downloadable!] (restricted) Manfred Deistler & Klaus Neusser, 2004.
"Prognose uni- und multivariater Zeitreihen ,"
Diskussionsschriften
dp0401, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
Genaro, SUCARRAT, 2006.
"The First Stage in HendryÕs Reduction Theory Revisited ,"
Discussion Papers (ECON - Département des Sciences Economiques)
2006041, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!]
Brorsen, B. Wade & Chavas, Jean-Paul & Grant, Warren R., 1991.
"Market Structure And Spatial Price Dynamics ,"
Southern Journal of Agricultural Economics ,
Southern Agricultural Economics Association, vol. 23(02), December.
[Downloadable!]
Access and
download statistics Did you know? A few items listed on IDEAS are over 2000 years old!
This page was last updated on 2009-11-6.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .