Finite-sample simulation-based inference in VAR models with application to Granger causality testing
Jean-Marie Dufour, Tarek Jouini
| Year of publication: |
2006
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Jouini, Tarek |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 135.2006, 1/2, p. 229-254
|
| Subject: | Regressionsanalyse | Regression analysis | VAR-Modell | VAR model | Induktive Statistik | Statistical inference |
| 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/10003376083