A bootstrap causality test for covariance stationary processes

DOI10.1016/J.JECONOM.2004.02.009zbMath1334.62081OpenAlexW2040059576MaRDI QIDQ262751

Javier Hidalgo

Publication date: 30 March 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/6848/1/A_Bootstrap_Causality_Test_for_Covariance_Stationary_Processes.pdf

zbMATH Keywords

causality testsbootstrap testslong-range

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain ⋮ Persistence-robust surplus-lag Granger causality testing

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