Testing for Granger-causality in quantiles
Victor Troster
| Year of publication: |
2018
|
|---|---|
| Authors: | Troster, Victor |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 850-866
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| Subject: | Granger-causality | omnibus test | quantile regression | subsampling | Regressionsanalyse | Regression analysis | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1172400 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040414