Abstract
We propose a canonical representation of the long run matrix, which can constitute a basis for non-causality testing. This representation requires to determine a sub-matrix rank, which can be done using a test procedure, whose properties are analysed with Monte-Carlo experiments.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
