How to select a reasonable lag order for testing linear Granger causality? (Q3519158)
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scientific article; zbMATH DE number 5311820
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| English | How to select a reasonable lag order for testing linear Granger causality? |
scientific article; zbMATH DE number 5311820 |
Statements
13 August 2008
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Granger causality
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attenuation rate of Granger cause
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structural stability of Granger causality
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order of the structural stability of Granger causality
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0.8121979832649231
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0.7690820097923279
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0.7483876347541809
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0.7460073232650757
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0.7446886897087097
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