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On Wiener-Granger causality, information and canonical correlation

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  • Otter, Pieter W.

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  • Otter, Pieter W., 1991. "On Wiener-Granger causality, information and canonical correlation," Economics Letters, Elsevier, vol. 35(2), pages 187-191, February.
    • Handle: RePEc:eee:ecolet:v:35:y:1991:i:2:p:187-191
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    Cited by:

    1. Al-Sadoon, Majid M., 2014. "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, vol. 178(P3), pages 558-568.
    2. Al-Sadoon, M.M., 2009. "Causality Along Subspaces: Theory," Cambridge Working Papers in Economics 0919, Faculty of Economics, University of Cambridge.
    3. Otter, Pieter W., 1995. "On model reduction and multiperiod ahead prediction in vector autoregressive models," Economic Modelling, Elsevier, vol. 12(4), pages 339-341, October.

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