Factor double autoregressive models with application to simultaneous causality testing (Q2437865)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor double autoregressive models with application to simultaneous causality testing |
scientific article |
Statements
Factor double autoregressive models with application to simultaneous causality testing (English)
0 references
13 March 2014
0 references
asymptotic normality
0 references
causality-in-mean
0 references
causality-in-variance
0 references
factor DAR model
0 references
instantaneous causality
0 references
score test
0 references
strong consistency
0 references
