Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/jtsa.12650 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4224315602 / rank | |||
Normal rank | |||
Revision as of 10:34, 30 July 2024
scientific article; zbMATH DE number 7731462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain |
scientific article; zbMATH DE number 7731462 |
Statements
Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (English)
0 references
24 August 2023
0 references
local kernel regression
0 references
non-parametric test
0 references
\(\alpha\)-mixing
0 references
