Testing for Granger causality in large mixed-frequency VARs (Q726601)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6603059
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for Granger causality in large mixed-frequency VARs |
scientific article; zbMATH DE number 6603059 |
Statements
Testing for Granger causality in large mixed-frequency VARs (English)
0 references
12 July 2016
0 references
Granger causality
0 references
mixed frequency VAR
0 references
Bayesian VAR
0 references
reduced rank model
0 references
bootstrap test
0 references
0 references
0 references
0 references
0 references
0 references
0.9326276183128356
0 references
0.925461769104004
0 references
0.9245427250862122
0 references
0.8533322811126709
0 references
0.7916169166564941
0 references
