Semiparametric Innovation-Based Tests of Orthogonality and Causality between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions
Year of publication: |
2011
|
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Authors: | Bouhaddioui, Chafik |
Other Persons: | Dufour, Jean-Marie (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Kanada | Canada | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | USA | United States |
Extent: | 1 Online-Ressource (-1 p) |
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Series: | CIRANO Scientific Publication ; No. 2011s-23 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1777265 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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