A comparison of some common methods for detecting Granger noncausality (Q5290893)
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scientific article; zbMATH DE number 5021835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of some common methods for detecting Granger noncausality |
scientific article; zbMATH DE number 5021835 |
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A comparison of some common methods for detecting Granger noncausality (English)
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3 May 2006
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cointegration
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error correction model
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lag length selection
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sequential testing
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testing for Granger noncausality
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Monte Carlo simulation
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