Robust causality test of infinite variance processes
Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti
| Year of publication: |
2020
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|---|---|
| Authors: | Akashi, Fumiya ; Taniguchi, Masanobu ; Monti, Anna Clara |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 235-245
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| Subject: | Generalized empirical likelihood | Granger causality | Nonparametric hypothesis testing | Self-weighting | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Momentenmethode | Method of moments | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439690