Factor double autoregressive models with application to simultaneous causality testing (Q2437865)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor double autoregressive models with application to simultaneous causality testing |
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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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