Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523)
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scientific article; zbMATH DE number 5173493
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| English | Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions |
scientific article; zbMATH DE number 5173493 |
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Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (English)
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23 July 2007
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cointegration
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Granger causality
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hypothesis testing
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vector autoregression
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long-term interest rates
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0.91283804
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0.9108318
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0.9075055
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0.8942254
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0.89271975
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0.89258075
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0.8918881
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0.88774896
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