Non-causality in bivariate binary time series
From MaRDI portal
Publication:291706
DOI10.1016/j.jeconom.2005.02.005zbMath1337.62378MaRDI QIDQ291706
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.02.005
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
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