Panel Non-Linear Causality Test
| Year of publication: |
2015
|
|---|---|
| Authors: | Bai, Zhidong |
| Other Persons: | Xie, Wenjing (contributor) ; Wong, Wing-Keung (contributor) |
| Publisher: |
[2015]: [S.l.] : SSRN |
| Subject: | Panel | Panel study | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Description of contents: |
In this paper, we develop a new nonlinear Granger causality test to take into consideration different lags of variables and different values of the bound for panel data
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freely available