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Bai, Zhidong
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Multivariate linear and nonlinear causality tests
Bai, Zhidong
;
Wong, Wing-Keung
;
Zhang, Bingzhi
- In:
Mathematics and Computers in Simulation (MATCOM)
81
(
2010
)
1
,
pp. 5-17
bivariate settings as well as multivariate settings. Hiemstra and Jones [19] develop a
nonlinear
Granger
causality
test in …
Persistent link: https://www.econbiz.de/10010749374
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