Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions |
scientific article |
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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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