Cointegration and causality in international agricultural economics research
这篇综述总结了格兰杰因果检验在国际农业经济学问题中的应用，梳理了协整理论、检验步骤及非平稳性等关键问题，适合想了解该领域计量方法发展的研究者。
A review of literature on applications of Granger causality to problems in international agricultural economics research is summarized. The review relates to cointegration theory, and it identifies the areas where recent econometric developments may be of value. Testing procedures are outlined, and a discussion is provided on questions such as non-stationarity and asymptotic distribution of non-causality tests, the relationship between cointegration and causation, the relative merits of various testing procedures, and concerns about testing bivariate causality in higher dimensional models. Finally, a recent econometric development is discussed and its future use in applied research is discussed. © 1999 Elsevier Science B.V. All rights reserved.