Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523): Difference between revisions

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Latest revision as of 12:38, 26 June 2024

scientific article
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English
Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions
scientific article

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    Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (English)
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    23 July 2007
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    cointegration
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    Granger causality
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    hypothesis testing
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    vector autoregression
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    long-term interest rates
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