A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems
Panagiotis Mantalos
| Year of publication: |
2000 ; [Elektronische Ressource]
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| Other Persons: | Mantalos, Panagiotis (contributor) |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 4.2000, 1, p. 17-33
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| Subject: | Kausalanalyse | Causality analysis | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | ill |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001773109