EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES (Q2878812): Difference between revisions

@@ Property / author @@
-Liang Peng
@@ Property / author: Liang Peng / rank @@
-Normal rank
@@ Property / author @@
+Liang Peng
@@ Property / author: Liang Peng / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
+Normal rank
@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
+Normal rank
@@ Property / cites work @@
+Q2756704
@@ Property / cites work: Q2756704 / rank @@
+Normal rank
@@ Property / cites work @@
+Modified lag augmented vector autoregressions
@@ Property / cites work: Modified lag augmented vector autoregressions / rank @@
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Subsampling vector autoregressive tests of linear constraints
+Normal rank
@@ Property / cites work @@
+Vector Autoregressions and Causality
@@ Property / cites work: Vector Autoregressions and Causality / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic inference for nearly nonstationary AR(1) processes
+Normal rank
@@ Property / cites work @@
+TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
+Normal rank
@@ Property / cites work @@
+Inference in possibly integrated vector autoregressive models: Some finite sample evidence
+Normal rank
@@ Property / cites work @@
+Statistical inference in vector autoregressions with possibly integrated processes
+Normal rank
@@ Property / cites work @@
+Vector autoregression and causality: a theoretical overview and simulation study
+Normal rank
@@ Property / cites work @@
+Inconsistency of bootstrap for nonstationary, vector autoregressive processes
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466613000339
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+W2145807908
@@ Property / OpenAlex ID: W2145807908 / rank @@
+Normal rank