A note on the Hiemstra-Jones test for Granger non-causality
Year of publication: |
2005
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Other Persons: | Diks, Cees G. H. (contributor) ; Panchenko, Valentyn (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 9.2005, 2, p. 1-7
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Subject: | Kausalanalyse | Causality analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation |
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