Some theoretical and simulation results on the frequency domain causality test
Hiroshi Yamada and Wei Yanfeng
| Year of publication: |
2014
|
|---|---|
| Authors: | Yamada, Hiroshi ; Wei, Yanfeng |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 8, p. 936-947
|
| Subject: | Frequency domain causality test | Power | Wald test statistic | Schätztheorie | Estimation theory | Kausalanalyse | Causality analysis | Statistische Methodenlehre | Statistical theory | Simulation | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| 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/10010363871