Multivariate-based causality tests of twin deficits in the US

DOI10.1080/02664760220136159MaRDI QIDQ3591744zbMATH OpenOpenAlexFDO

Authors Abdulnasser Hatemi-J, Ghazi Shukur

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2077/24449

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems
• A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Bootstrap methods: another look at the jackknife
• scientific article; zbMATH DE number 811061 (Why is no real title available?)
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Linear Statistical Inference and its Applications
• Making wald tests work for cointegrated VAR systems
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Cited in

(1)

• Testing for the sustainability of the current account deficit in two industrial countries

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