Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for Long-Run Granger Non-Causality in Cointegrated Systems |
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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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