Testing for granger causality in moments
Yi-Ting Chen
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Chen, Yi-Ting |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 78.2016, 2, p. 265-288
|
| Subject: | Kausalanalyse | Causality analysis | Statistischer Test | Statistical test | Korrelation | Correlation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011494689