Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (Q5300724)
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scientific article; zbMATH DE number 6182226
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| English | Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment |
scientific article; zbMATH DE number 6182226 |
Statements
Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (English)
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28 June 2013
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Granger causality
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LSTAR model
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wavelet multiresolution
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Monte Carlo simulation
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0.7797344923019409
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0.7748804688453674
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0.7681775093078613
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0.7593533396720886
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0.7556462287902832
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