Bayesian testing of granger causality in functional time series
Rituparna Sen, Anandamayee Majumdar, Shubhangi Sikaria
| Year of publication: |
2022
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|---|---|
| Authors: | Sen, Rituparna ; Majumdar, Anandamayee ; Sikaria, Shubhangi |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 20.2022, supplement 1, p. 191-210
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| Subject: | Bayesian analysis | Dynamic linear model | Granger causality | Multivariate functional time series | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bayes-Statistik | Bayesian inference | Statistische Methodenlehre | Statistical theory | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-022-00306-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441624