Testing for Granger-causality in quantiles (Q5862503)
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scientific article; zbMATH DE number 7486316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Granger-causality in quantiles |
scientific article; zbMATH DE number 7486316 |
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Testing for Granger-causality in quantiles (English)
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9 March 2022
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Granger-causality
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omnibus test
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quantile regression
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subsampling
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