Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems
Year of publication: |
2010
|
---|---|
Authors: | Lach, Lukasz |
Published in: |
Managing Global Transitions. - Fakulteta za Management, ISSN 1581-6311. - Vol. 8.2010, 2, p. 167-186
|
Publisher: |
Fakulteta za Management |
Subject: | bootstrap methods | simulation | Granger causality | VAR models models |
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