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

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Latest revision as of 10:44, 6 July 2024

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