Testing Granger non-causality in expectiles
Taoufik Bouezmarni, Mohamed Doukali, and Abderrahim Taamouti
| Year of publication: |
2024
|
|---|---|
| Authors: | Bouezmarni, Taoufik ; Doukali, Mohamed ; Taamouti, Abderrahim |
| Subject: | Asymmetric loss function | expectile regression function | Granger causality in distribution | Granger causality in expectiles | sup-Wald test | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2246823 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014486380