Simplified conditions for noncausality between vectors in multivariate ARMA models

A-Tier
Journal: Journal of Econometrics
Year: 1994
Volume: 63
Issue: 1
Pages: 271-287

Authors (3)

Boudjellaba, Hafida (not in RePEc) Dufour, Jean-Marie (McGill University) Roy, Roch (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:63:y:1994:i:1:p:271-287
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25