How large are the effects of simultaneity on testing Granger causality?
Joachim Wilde (Osnabrueck University)
| Year of publication: |
Mai 2015
|
|---|---|
| Authors: | Wilde, Joachim |
| Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 235.2015, 3, p. 320-328
|
| Subject: | Granger causality | test | simultaneity | instantaneous causality | Kausalanalyse | Causality analysis | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| 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/10011431524