【题 名】: Vector autoregression and causality: a theoretical overview and simulation study
【作 者】: Hiro Y. Toda & Peter C. B. Phillips
【期刊、会议、单位名称】:Econometric Reviews
【年, 卷(期), 起止页码】:Volume 13, Issue 2, 1994 pages 259-285
【全文链接】:
http://www.tandfonline.com/doi/abs/10.1080/07474939408800286
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