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Search: subject:"pairwise granger causality tests"
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Integration and Dynamic Linkages of the Indian Stock Market with Bric - An Empirical Study
Dasgupta, Dr. Ranjan
- In:
Asian Economic and Financial Review
4
(
2014
)
6
,
pp. 715-731
undertakes Johansen and Juselius’s and Engle and Granger’s cointegration tests, and
pairwise
Granger
causality
tests
to …
Persistent link: https://www.econbiz.de/10011143849
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