A new statistic and practical guidelines for nonparametric Granger causality testing
Cees Diks; Valentyn Panchenko
| Year of publication: |
2006
|
|---|---|
| Authors: | Diks, Cees G. H. ; Panchenko, Valentyn |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 30.2006, 9/10, p. 1647-1669
|
| Subject: | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003370351