This PDF is a selection from an out-of-print volume from the National Bureau of Economic Research Volume Title: Annals of Economic and Social Measurement, Volume 6, number 2 Volume Author/Editor: NBER Volume Publisher: NBER Volume URL: http://www.nber.org/books/aesm77-2 Publication Date: April 1977 Chapter Title: Impulse Response Identification and Causality Detection for the Lydia-Pinkham Data Chapter Author: P. E. Caines, S. P. Sethi, T. W. Brotherton Chapter URL: http://www.nber.org/chapters/c10513 Chapter pages in book: (p. 147 - 163)