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| Volume 10, No. 2,
August 2011 |
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A Procedure for Testing Granger
Causality of Infinite Order |
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| Fathali
Firoozi and Donald Lien |
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Department of Economics, University of
Texas at San Antonio, U.S.A. |
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Key words:
autoregressive; infinite lags; dynamic models |
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JEL
classification:
C12; C32 |
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