Testing linear causality in mean when the number of estimated parameters is high (Q1952197)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing linear causality in mean when the number of estimated parameters is high |
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Testing linear causality in mean when the number of estimated parameters is high (English)
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28 May 2013
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linear causality in mean
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VAR models
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high-dimensional processes
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large autoregressive order
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causality in variance
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weak errors
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