학술저널
Cross-Correlogram and the Causal Structure between Two Time Series
- 서울대학교 경제연구소
- 경제논집
- 경제논집 17권 1호
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1978.031 - 47 (46 pages)
- 2
Ⅰ. Introduction
Ⅱ. The Causal Structure and Assumptions
Ⅲ. The Corrclogram and the Cross-Correlogram
Ⅳ. The Structure of Cross-Correlogram under a Given Causal Structure
Ⅴ. Some Simulated and Practical Results
Ⅵ. The Estimation of Covariances
Ⅶ. Concluding Remarks
References
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