Testing linear causality in mean when the number of estimated parameters is high (Q1952197): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation for all-pass time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least absolute deviation estimation for all-pass time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A causality-in-variance test and its application to financial market prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4214054 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostic Checking in ARMA Models With Uncorrelated Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: HAC estimation and strong linearity testing in weak ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing the distribution of quadratic forms in normal variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for volatility interactions in the Constant Conditional Correlation GARCH model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Granger causality in variance in the presence of causality in mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mixing property of bilinear and generalised random coefficient autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference For Autocorrelations Under Weak Assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Causality tests and conditional heteroskedasticity: Monte Carlo evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:44, 6 July 2024

scientific article
Language Label Description Also known as
English
Testing linear causality in mean when the number of estimated parameters is high
scientific article

    Statements

    Testing linear causality in mean when the number of estimated parameters is high (English)
    0 references
    0 references
    28 May 2013
    0 references
    linear causality in mean
    0 references
    VAR models
    0 references
    high-dimensional processes
    0 references
    large autoregressive order
    0 references
    causality in variance
    0 references
    weak errors
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references