A Procedure for Testing Granger Causality of Infinite Order__臺灣人文及社會科學引文索引資料庫

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題名：	A Procedure for Testing Granger Causality of Infinite Order
書刊名：	International Journal of Business and Economics
作者：	Firoozi, Fathali／Lien, Donald
出版日期：	2011
卷期：	10:2
頁次：	頁165-170
主題關鍵詞：	Autoregressive；Infinite lags；Dynamic models
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:0 共同引用:0 點閱:14

期刊論文
1.	Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica，50(4)，987-1008。
2.	Aaker, D. A.、Carman, J. M.、Jacobson, R.(1982)。Modeling Advertising-Sales Relationships Involving Feedback: A Time Series Analysis of Six Cereal Brands。Journal of Marketing Research，19(1)，116-125。
3.	Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。
4.	Saikkonen, P.、Lutkepohl, H.(1996)。Infinite-Order Cointegrated Vector Autoregressive Processes。Econometric Theory，12，814-844。
5.	Hatanaka, M.(1974)。An Efficient Two-Step Estimator for the Dynamic Adjustment Model with Autoregressive Errors。Journal of Econometrics，2(3)，199-220。
6.	Hatanaka, M.(1976)。Several Efficient Two-Step Estimators for the Dynamic Simultaneous Equations Model with Autoregressive Disturbances。Journal of Econometrics，4(2)，189-204。
7.	Lutkepohl, H.、Poskitt, D.(1996)。Testing for Causation Using Infinite Order Vector Autoregressive Processes。Econometric Theory，12，61-87。
8.	Lutkepohl, H.、Saikkonen, P.(1997)。Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes。Journal of Econometrics，81(1)，127-157。

圖書
1.	Enders, W.(2010)。Applied Econometric Time Series。Wiley & Sons Inc。
2.	Greene, William H.(2008)。Econometric Analysis。Upper Saddle River, NJ：Prentice Hall。
3.	Lutkepohl, H.(2006)。New Introduction to Multiple Time Series Analysis。

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