A homogeneous approach to testing for Granger non-causality in heterogeneous panels
Artūras Juodis, Yiannis Karavias, Vasilis Sarafidis
| Year of publication: |
2021
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|---|---|
| Authors: | Juodis, Artūras ; Karavias, Yiannis ; Sarafidis, Vasilis |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 60.2021, 1, p. 93-112
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| Subject: | Panel data | Granger causality | VAR | "Nickell bias" | Bias correction | Fixed effects | Kausalanalyse | Causality analysis | Panel | Panel study | Systematischer Fehler | Bias | VAR-Modell | VAR model | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01970-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012488894