IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v17y1981i2p157-176.html
   My bibliography  Save this article

Granger-causality in multiple time series

Author

Listed:
  • TjOstheim, Dag

Abstract

No abstract is available for this item.

Suggested Citation

  • TjOstheim, Dag, 1981. "Granger-causality in multiple time series," Journal of Econometrics, Elsevier, vol. 17(2), pages 157-176, November.
    • Handle: RePEc:eee:econom:v:17:y:1981:i:2:p:157-176
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4076(81)90024-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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. Bailey, DeeVon & Brorsen, B. Wade & Richardson, James W., 1984. "Dynamic Stochastic Simulation of Daily Cash and Futures Cotton Prices," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 16(2), pages 109-116, December.
    3. Brorsen, B. Wade & Bailey, DeeVon & Richardson, James W., 1984. "Investigation Of Price Discovery And Efficiency For Cash And Futures Cotton Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-7, July.
    4. Bai, Zhidong & Wong, Wing-Keung & Zhang, Bingzhi, 2010. "Multivariate linear and nonlinear causality tests," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 5-17.
    5. Bailey, DeeVon & Brorsen, B. Wade, 1985. "Dynamics Of Regional Fed Cattle Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 10(1), pages 1-8, July.
    6. Shinya Ito & Fang-Chin Yeh & Emma Hiolski & Przemyslaw Rydygier & Deborah E Gunning & Pawel Hottowy & Nicholas Timme & Alan M Litke & John M Beggs, 2014. "Large-Scale, High-Resolution Multielectrode-Array Recording Depicts Functional Network Differences of Cortical and Hippocampal Cultures," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-16, August.
    7. Beutler, Martin K. & Brorsen, B. Wade, 1984. "Price Discovery In The Soybean Complex," 1984 Annual Meeting, August 5-8, Ithaca, New York 278959, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:17:y:1981:i:2:p:157-176. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.