Testing Granger causality in the presence of threshold effects
Year of publication: |
2006
|
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Authors: | Li, Jing |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 22.2006, 4, p. 771-780
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Subject: | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Arbeitslosigkeit | Unemployment | USA | United States |
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