Multivariate linear and nonlinear causality tests (Q609070)

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Multivariate linear and nonlinear causality tests
scientific article

    Statements

    title
    Multivariate linear and nonlinear causality tests (English)
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    author
    Zhi-Dong Bai
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    Wing-Keung Wong
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    Bingzhi Zhang
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    publication date
    30 November 2010
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    zbMATH Keywords
    linear Granger causality
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    nonlinear Granger causality
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    U-statistics
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    Identifiers

    zbMATH DE Number
    5821331
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