Testing for Granger-causality in quantiles
Year of publication: |
2018
|
---|---|
Authors: | Troster, Victor |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 850-866
|
Subject: | Granger-causality | omnibus test | quantile regression | subsampling | Schätzung | Estimation | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling |
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