ID | 351648 |
Title Proper | Performance of granger causality in the presence of a confounding variable |
Language | ENG |
Author | Asghar (Zahid) ; Aslam (Rizwan) |
`In' analytical Note | Asian African Journal of Economics and Econometrics 12(1) Jun 2012pp71-78 |
Journal Source | Asian African Journal of Economics and Econometrics 12(1) Jun 2012pp71-78 |
Classification Number | Xx |
Key Words | Monte Carlo Simulation ; Granger causality ; Vector error correction model |