Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems
Łukasz Lach
| Year of publication: |
2010
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|---|---|
| Authors: | Lach, Łukasz |
| Published in: |
Managing global transitions : international research journal. - Koper : University of Primorska, Faculty of Management, ISSN 1581-6311, ZDB-ID 2674588-4. - Vol. 8.2010, 2, p. 167-186
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| Subject: | Kausalanalyse | Causality analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | VAR-Modell | VAR model | Statistischer Test | Statistical test |
| 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/10009568035