Empirical likelihood test for causality of bivariate AR(1) processes
D. Li; N. H. Chan; L. Peng
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Deyuan ; Chan, Ngai Hang ; Lian, Peng |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 30.2014, 2, p. 357-371
|
| Subject: | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010399760