Noncausal Vector Autoregression

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@article{40d826c6d52044dc9746e99c7909548e,

title = "Noncausal Vector Autoregression",

keywords = "511 Economics, 112 Statistics and probability",

author = "Markku Lanne and Pentti Saikkonen",

year = "2013",

month = jun,

doi = "10.1017/S0266466612000448",

language = "English",

volume = "29",

pages = "447 -- 481",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "3",

}