Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (Q5300724)
From MaRDI portal
scientific article; zbMATH DE number 6182226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment |
scientific article; zbMATH DE number 6182226 |
Statements
Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (English)
0 references
28 June 2013
0 references
Granger causality
0 references
LSTAR model
0 references
wavelet multiresolution
0 references
Monte Carlo simulation
0 references
