Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764)
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scientific article; zbMATH DE number 5158757
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tests for Long-Run Granger Non-Causality in Cointegrated Systems |
scientific article; zbMATH DE number 5158757 |
Statements
Tests for Long-Run Granger Non-Causality in Cointegrated Systems (English)
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29 May 2007
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vector autoregression
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hypothesis testing
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maximum likelihood estimate
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best linear prediction
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0.8516865968704224
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0.8456851243972778
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0.8456850647926331
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0.8240432739257812
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0.8228560090065002
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