Multivariate-based causality tests of twin deficits in the US (Q3591744): Difference between revisions

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+Making wald tests work for cointegrated VAR systems
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+Bootstrap methods: another look at the jackknife
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+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Q4852355
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+Q3368240
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Linear Statistical Inference and its Applications
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+A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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