Short run and long run causality in time series: inference (Q291702): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6591671 / rank | |||
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Granger causality | |||
| Property / zbMATH Keywords: Granger causality / rank | |||
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indirect causality | |||
| Property / zbMATH Keywords: indirect causality / rank | |||
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vector autoregression | |||
| Property / zbMATH Keywords: vector autoregression / rank | |||
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bootsrap | |||
| Property / zbMATH Keywords: bootsrap / rank | |||
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macroeconomics | |||
| Property / zbMATH Keywords: macroeconomics / rank | |||
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Revision as of 19:56, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short run and long run causality in time series: inference |
scientific article |
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Short run and long run causality in time series: inference (English)
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10 June 2016
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Granger causality
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indirect causality
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vector autoregression
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bootsrap
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macroeconomics
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