A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641)
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scientific article; zbMATH DE number 5382151
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| English | A new statistic and practical guidelines for nonparametric Granger causality testing |
scientific article; zbMATH DE number 5382151 |
Statements
A new statistic and practical guidelines for nonparametric Granger causality testing (English)
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12 December 2008
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financial time series
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Granger causality
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nonparametric
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hypothesis testing
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size distortion
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U-statistics
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0.9061461687088012
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0.819512128829956
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0.8184108138084412
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0.8172841668128967
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