Factor double autoregressive models with application to simultaneous causality testing (Q2437865)
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scientific article; zbMATH DE number 6269737
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| English | Factor double autoregressive models with application to simultaneous causality testing |
scientific article; zbMATH DE number 6269737 |
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Factor double autoregressive models with application to simultaneous causality testing (English)
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13 March 2014
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asymptotic normality
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causality-in-mean
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causality-in-variance
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factor DAR model
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instantaneous causality
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score test
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strong consistency
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0.7527405023574829
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0.7440953850746155
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0.7398784160614014
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0.7384393811225891
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