Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523): Difference between revisions
From MaRDI portal
Removed claim: published in (P200): Item:Q4540548 |
Changed an Item |
||
| Property / published in | |||
| Property / published in: Communications in Statistics: Theory and Methods / rank | |||
Normal rank | |||
Latest revision as of 17:04, 29 April 2025
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions |
scientific article |
Statements
Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (English)
0 references
23 July 2007
0 references
cointegration
0 references
Granger causality
0 references
hypothesis testing
0 references
vector autoregression
0 references
long-term interest rates
0 references
0 references
0 references
0.91283804
0 references
0.9108318
0 references
0.9075055
0 references
0.8942254
0 references
0.89271975
0 references
0.89258075
0 references
0.8918881
0 references
0.88774896
0 references
