Vector autoregressive models with measurement errors for testing Granger causality (Q716260): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: R / rank | |||
Normal rank | |||
Revision as of 06:57, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregressive models with measurement errors for testing Granger causality |
scientific article |
Statements
Vector autoregressive models with measurement errors for testing Granger causality (English)
0 references
27 April 2011
0 references
asymptotic properties
0 references
errors-in-variables model
0 references
multivariate time series
0 references
