Multivariate linear and nonlinear causality tests (Q609070)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate linear and nonlinear causality tests |
scientific article |
Statements
Multivariate linear and nonlinear causality tests (English)
0 references
30 November 2010
0 references
linear Granger causality
0 references
nonlinear Granger causality
0 references
U-statistics
0 references
