Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10005345986
Persistent link: https://www.econbiz.de/10005346003
Persistent link: https://www.econbiz.de/10005346030
Persistent link: https://www.econbiz.de/10005729635
Persistent link: https://www.econbiz.de/10005133105
Persistent link: https://www.econbiz.de/10005170683
We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses...
Persistent link: https://www.econbiz.de/10005353062