Estimate long memory causality relationship by wavelet method
Yushu Li
| Year of publication: |
April 2015
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|---|---|
| Authors: | Li, Yushu |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 4, p. 531-544
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| Subject: | Granger causality | Long memory | Monte Carlo simulation | Wavelet domain | Kausalanalyse | Causality analysis | Monte-Carlo-Simulation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Fourier-Analyse | Fourier analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9434-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440949