Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851): Difference between revisions
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Latest revision as of 16:22, 21 October 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sample simulation-based inference in VAR models with application to Granger causality testing |
scientific article |
Statements
Finite-sample simulation-based inference in VAR models with application to Granger causality testing (English)
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10 June 2016
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VAR
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exact test
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Monte Carlo test
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maximized Monte Carlo test
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bootstrap
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non-stationary model
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macroeconomics
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money and income
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interest rate
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