Performance of Granger causality in the presence of a confounding variable
Rizwan Aslam and Zahid Asghar
| Year of publication: |
2012
|
|---|---|
| Authors: | Aslam, Rizwan ; Asghar, Zahid |
| Published in: |
Asian African journal of economics and econometrics. - New Delhi : Serials Publ., ISSN 0972-3986, ZDB-ID 2471806-3. - Vol. 12.2012, 1, p. 71-78
|
| Subject: | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009712046