Robust optimal tests for causality in multivariate time series
Abdessamad Saidi and Roch Roy
| Year of publication: |
2008
|
|---|---|
| Authors: | Saidi, Abdessamad ; Roy, Roch |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 4, p. 948-987
|
| Subject: | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | 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/10003736842