Partial unit root and surplus-lag Granger causality testing: a Monte Carlo simulation study (Q4606471)
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scientific article; zbMATH DE number 6848005
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| English | Partial unit root and surplus-lag Granger causality testing: a Monte Carlo simulation study |
scientific article; zbMATH DE number 6848005 |
Statements
Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (English)
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7 March 2018
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Granger causality
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Monte Carlo simulation
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partial unit root
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robust
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0.842721700668335
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0.7621468305587769
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0.7249040007591248
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0.7219814658164978
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0.7214469909667969
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