Vector autoregressive models with measurement errors for testing Granger causality (Q716260)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Vector autoregressive models with measurement errors for testing Granger causality |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregressive models with measurement errors for testing Granger causality |
scientific article |
Statements
Vector autoregressive models with measurement errors for testing Granger causality (English)
0 references
27 April 2011
0 references
asymptotic properties
0 references
errors-in-variables model
0 references
multivariate time series
0 references
0 references
