A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems (Q3368240)
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scientific article; zbMATH DE number 5002314
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| English | A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems |
scientific article; zbMATH DE number 5002314 |
Statements
27 January 2006
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bootstrap test
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graphical methods
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Granger causality
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integrated-cointegrated (VAR) systems
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0.9337701797485352
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0.9337701797485352
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0.7950559854507446
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0.7950558662414551
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