Testing for Granger non-causality using the autoregressive metric
Year of publication: |
2013
|
---|---|
Authors: | Di Iorio, Francesca ; Triacca, Umberto |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 33.2013, C, p. 120-125
|
Publisher: |
Elsevier |
Subject: | AR metric | Bootstrap test | Granger non-causality | VAR models |
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