Quantile Granger Causality in the Presence of Instability
| Year of publication: |
2025
|
|---|---|
| Authors: | Mayer, Alexander ; Wied, Dominik ; Troster, Victor |
| Publisher: |
Kiel, Hamburg : ZBW - Leibniz Information Centre for Economics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Conference Paper |
| Language: | English |
| Other identifiers: | hdl:10419/325369 [Handle] RePEc:zbw:vfsc25:325369 [RePEc] |
| Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
| Source: |
Persistent link: https://www.econbiz.de/10015454144