Testing for Granger non-causality using the autoregressive metric
Francesca Di Iorio; Umberto Triacca
| Year of publication: |
2013
|
|---|---|
| Authors: | Di Iorio, Francesca ; Triacca, Umberto |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 120-125
|
| Subject: | AR metric | Bootstrap test | Granger non-causality | VAR models | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | 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/10010192026