Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems
Year of publication: |
2010
|
---|---|
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
|
Subject: | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
-
Di Iorio, Francesca, (2014)
-
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H., (2014)
-
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios, (2011)
- More ...
-
Testing for economic and environmental impacts of EU Emissions Trading System: A panel GMM approach
Gretszel, Piotr, (2020)
-
The nexus between economic freedom and growth: Evidence from CEE countries in transition
Gurgul, Henryk, (2011)
-
Political instability and economic growth: Evidence from two decades of transition in CEE
Gurgul, Henryk, (2012)
- More ...