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~institution:"Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH)"
~subject:"State space model"
~subject:"Wavelet analysis"
~subject:"Wavelet multiresolution"
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State space model
Wavelet analysis
Wavelet multiresolution
Granger causality
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LSTAR model
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Li, Yushu
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Shukur, Ghazi
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Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH)
Nationalekonomiska Institutionen, Ekonomihögskolan
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School of Economics and Management, University of Aarhus
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Working Paper Series in Economics and Institutions of Innovation
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Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment
Li, Yushu
;
Shukur, Ghazi
-
Centre of Excellence for Science and Innovation …
-
2010
wavelet
multiresolution
analysis (MRA). The VAR filtered residuals and the wavelet decomposition series are used to extract …
Persistent link: https://www.econbiz.de/10008626065
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