Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models (Q4037626)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 168938
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models |
scientific article; zbMATH DE number 168938 |
Statements
16 May 1993
0 references
bounds test
0 references
causality test
0 references
Granger causality
0 references
causality analysis
0 references
general vector autoregressive moving average (ARMA) models
0 references
Granger noncausality
0 references
linear invertible processes
0 references
stationary invertible ARMA processes
0 references
Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models (English)
0 references
0.9149193
0 references
0.91328514
0 references
0.8855895
0 references
0.8832743
0 references
0.8820425
0 references
