Nonlinear granger causality : guidelines for multivariate analysis
Year of publication: |
November-Decemberr 2016
|
---|---|
Authors: | Diks, Cees G. H. ; Wolski, Marcin |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 7, p. 1333-1351
|
Subject: | Diks–Panchenko Granger non-causality test | Kausalanalyse | Causality analysis | Statistischer Test | Statistical test | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | USA | United States |
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