Show simple item record Al-Sadoon, Majid M.
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa 2013-01-01
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries Economics and Business Working Papers Series; 1356
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.title Geometric and long run aspects of Granger causality
dc.type info:eu-repo/semantics/workingPaper 2016-09-29T02:50:39Z
dc.subject.keyword Statistics, Econometrics and Quantitative Methods
dc.subject.keyword granger causality
dc.subject.keyword long run granger causality
dc.subject.keyword l2 -mean-reversion
dc.subject.keyword p-mixing
dc.subject.keyword cointegration
dc.subject.keyword varma
dc.subject.keyword controllability
dc.subject.keyword kalman decomposition
dc.subject.keyword linear rational expectations
dc.rights.accessRights info:eu-repo/semantics/openAccess


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