A bootstrap test for causality with endogenous lag length choice : theory and application in finance
Year of publication: |
2012
|
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Authors: | Hacker, Scott ; Hatemi-J, Abdulnasser |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 39.2012, 2, p. 144-160
|
Subject: | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Kausalanalyse | Causality analysis |
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