Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335)
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scientific article; zbMATH DE number 7731462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain |
scientific article; zbMATH DE number 7731462 |
Statements
Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (English)
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24 August 2023
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local kernel regression
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non-parametric test
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\(\alpha\)-mixing
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