Estimating the long memory granger causality effect with a spectrum estimator
Wen-Den Chen
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Wen-den |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 25.2006, 3, p. 193-200
|
| Subject: | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory |
| 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/10003318076