1、题名：<FONT face=宋体 size=2><STRONG>Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System</STRONG></FONT>
<P>作者： <FONT face=宋体 size=2>David K. Guilkey, Michael K. Salemi</FONT></P>
<P>期刊全称或缩写：<FONT face=宋体 size=2><EM>The Review of Economics and Statistics</EM></FONT></P>
<P>年份，卷（期），<FONT size=2><FONT face=宋体>Vol. 64, No. 4 (Nov., 1982), </FONT></FONT></P>
<P>起止页码：pp. 668-680</P>
<P>链接：<A href="http://links.jstor.org/sici?sici=0034-6535(198211)64%3A4%3C668%3ASSPOTT%3E2.0.CO%3B2-T">http://links.jstor.org/sici?sici=0034-6535(198211)64%3A4%3C668%3ASSPOTT%3E2.0.CO%3B2-T</A></P>
<P>2、题名：<FONT face=宋体 size=2>Statistical predictor identification</FONT><BR>&nbsp;</P>
<P>作者： <FONT face=Arial size=2>Batten, Dallas S., and Daniel L. Thornton</FONT></P>
<P>期刊全称或缩写：<FONT face=宋体 size=2><A href="https://commerce.metapress.com/content/102845/?p=100e51d1ccca4942b096ec5f88a7c91a&amp;pi=0"><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT>Annals of the Institute of Statistical Mathematics</A></FONT></P>
<P>年份，卷（期），<FONT size=2><FONT face=宋体><A href="https://commerce.metapress.com/content/h37454230211/?p=100e51d1ccca4942b096ec5f88a7c91a&amp;pi=0"><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT>Volume 22, Number 1 / 1970年12月<HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT></A></FONT></FONT></P>
<P>起止页码：203-217</P>
<P>链接：<A href="https://commerce.metapress.com/content/ch4g3t5064842221/resource-secured/?target=fulltext.pdf&amp;sid=0h5twxipxsycgy555gr3qna3&amp;sh=www.springerlink.com">https://commerce.metapress.com/content/ch4g3t5064842221/resource-secured/?target=fulltext.pdf&amp;sid=0h5twxipxsycgy555gr3qna3&amp;sh=www.springerlink.com</A></P>
<P>3、题名：<FONT face=宋体 size=2>Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence</FONT></P>
<P>作者： <FONT face=Arial size=2><A href="http://econpapers.repec.org/RAS/pge91.htm"><EM>John Geweke</EM></A>, <I>Richard Meese</I> and <I>Warren Dent</I><BR>&nbsp;&nbsp;</FONT></P>
<P>期刊全称或缩写：<A href="http://econpapers.repec.org/article/eeeeconom/"><EM>Journal of Econometrics</EM></A>,&nbsp; </P>
<P>年份，卷（期），1983, vol. 21, issue 2,<FONT size=2><FONT face=宋体><A href="https://commerce.metapress.com/content/h37454230211/?p=100e51d1ccca4942b096ec5f88a7c91a&amp;pi=0"><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT><HIGHLIGHT></HIGHLIGHT></A></FONT></FONT></P>
<P>起止页码：pages 161-194 </P>
<P>链接：<A href="http://econpapers.repec.org/article/eeeeconom/v_3A21_3Ay_3A1983_3Ai_3A2_3Ap_3A161-194.htm">http://econpapers.repec.org/article/eeeeconom/v_3A21_3Ay_3A1983_3Ai_3A2_3Ap_3A161-194.htm</A></P>
<P>4、题名：<FONT face=宋体 size=2><STRONG>Estimating Regression Models of Finite but Unknown Order</STRONG><BR>&nbsp;&nbsp;</FONT></P>
<P>作者： <FONT face=Arial size=2>John Geweke, Richard Meese</FONT></P>
<P>期刊全称或缩写,&nbsp;&nbsp; <EM>International Economic Review</EM>,</P>
<P>年份，卷（期）， Vol. 22, No. 1 (Feb., 1981), </P>
<P>起止页码：pp. 55-70</P>
<P>链接：<A href="http://links.jstor.org/sici?sici=0020-6598(198102)22%3A1%3C55%3AERMOFB%3E2.0.CO%3B2-U">http://links.jstor.org/sici?sici=0020-6598(198102)22%3A1%3C55%3AERMOFB%3E2.0.CO%3B2-U</A></P>
<P>5、题名：<STRONG>Investigating Causal Relations by Econometric Models and Cross-spectral Methods</STRONG><BR>&nbsp;</P>
<P>作者： <FONT face=Arial size=2>C. W. J. Granger<BR></FONT>期刊全称或缩写,&nbsp;&nbsp;<EM>Econometrica</EM>, </P>
<P>年份，卷（期）， Vol. 37, No. 3 (Aug., 1969), </P>
<P>起止页码：pp. 424-438</P>
<P>链接：<A href="http://links.jstor.org/sici?sici=0012-9682(196908)37:3%3C424:ICRBEM%3E2.0.CO;2-L">http://links.jstor.org/sici?sici=0012-9682(196908)37:3%3C424:ICRBEM%3E2.0.CO;2-L</A></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2007-12-18 11:57:43编辑过]</FONT></P>