Testing Granger non-causality in expectiles
Year of publication: |
2024
|
---|---|
Authors: | Bouezmarni, Taoufik ; Doukali, Mohamed ; Taamouti, Abderrahim |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 43.2024, 1, p. 30-51
|
Subject: | Asymmetric loss function | expectile regression function | Granger causality in distribution | Granger causality in expectiles | sup-Wald test | Kausalanalyse | Causality analysis | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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