A class of optimal tests for contemporaneous non-causality in VAR models (Q2852595)
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scientific article; zbMATH DE number 6214363
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| English | A class of optimal tests for contemporaneous non-causality in VAR models |
scientific article; zbMATH DE number 6214363 |
Statements
A class of optimal tests for contemporaneous non-causality in VAR models (English)
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9 October 2013
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VAR models
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contemporaneous non-correlation
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instantaneous causality
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elliptical densities
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multivariate ranks
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signs
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0.8323934674263
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0.8264298439025879
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0.7970489859580994
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0.7788013815879822
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