The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests
Year of publication: |
2010-02-08
|
---|---|
Authors: | Atukeren, Erdal |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 30.2010, 1, p. 494-499
|
Publisher: |
AccessEcon |
Subject: | F-test | Schwarz Bayesian Information Criterion | Model selection | Granger-causality |
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