Tests of Noncausality under Markov Assumptions for Qualitative Panel Data (Q3809101)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of Noncausality under Markov Assumptions for Qualitative Panel Data |
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Tests of Noncausality under Markov Assumptions for Qualitative Panel Data (English)
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1986
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unifying definition of noncausality
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equivalence of Granger noncausality and Sims-Chamberlain strict exogeneity
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Log-likelihood ratio (LR) tests for noncausality
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qualitative panel data
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tests for the Markov property
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price changes
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