Granger causality tests based on reduced variable information (Q6128255)
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scientific article; zbMATH DE number 7832531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger causality tests based on reduced variable information |
scientific article; zbMATH DE number 7832531 |
Statements
Granger causality tests based on reduced variable information (English)
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15 April 2024
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vector autoregression
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reduced information set
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subprocess
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Gaussian white noise
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multivariate delta method
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modified Wald test
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