Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335): Difference between revisions

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Latest revision as of 18:45, 30 December 2024

scientific article; zbMATH DE number 7731462
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English
Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
scientific article; zbMATH DE number 7731462

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    Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (English)
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    24 August 2023
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    local kernel regression
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    non-parametric test
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    \(\alpha\)-mixing
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