Persistence-robust surplus-lag Granger causality testing (Q528008)
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scientific article; zbMATH DE number 6714738
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| English | Persistence-robust surplus-lag Granger causality testing |
scientific article; zbMATH DE number 6714738 |
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Persistence-robust surplus-lag Granger causality testing (English)
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12 May 2017
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Granger causality
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VAR
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long-memory
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structural breaks
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forward rate unbiasedness
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