Multivariate linear and nonlinear causality tests (Q609070)
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scientific article; zbMATH DE number 5821331
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| English | Multivariate linear and nonlinear causality tests |
scientific article; zbMATH DE number 5821331 |
Statements
Multivariate linear and nonlinear causality tests (English)
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30 November 2010
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linear Granger causality
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nonlinear Granger causality
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U-statistics
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0.8948605060577393
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0.8259103298187256
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0.82583087682724
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0.8024423718452454
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