Testing for Granger non-causality in heterogeneous panels
Elena-Ivona Dumitrescu; Christophe Hurlin
| Year of publication: |
2012
|
|---|---|
| Authors: | Dumitrescu, Elena-Ivona ; Hurlin, Christophe |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 4, p. 1450-1460
|
| Subject: | Granger non-causality | Panel data | Wald test | Panel | Panel study | Kausalanalyse | Causality analysis | Statistischer Test | Statistical test | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10009667324