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Causality and Exogeneity in Non-stationary Economic Time Series

New Directions in Macromodelling

ISBN: 978-0-44451-633-6, eISBN: 978-1-84950-830-8

ISSN: 0573-8555

Publication date: 1 January 2004

Citation

Hendry, D.F. (2004), "Causality and Exogeneity in Non-stationary Economic Time Series", Welfe, A. (Ed.) New Directions in Macromodelling (Contributions to Economic Analysis, Vol. 269), Emerald Group Publishing Limited, Bingley, pp. 21-48. https://doi.org/10.1016/S0573-8555(04)69002-X

Publisher

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Emerald Group Publishing Limited

Copyright © 2004, Emerald Group Publishing Limited