A Test of Sufficient Condition for Infinite-Step Granger Noncausality in Infinite Order Vector Autoregressive Process
Year of publication: |
2020
|
---|---|
Authors: | Triacca, Umberto |
Other Persons: | Damette, Olivier (contributor) ; Giovannelli, Alessandro (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Series: | CEIS Working Paper ; No. 496 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 18, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3630340 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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