The relative performance of bivariate causality tests in small samples

DOI10.1016/S0377-2217(96)00278-0zbMATH Open0919.90029MaRDI QIDQ1278645FDOQ1278645

Authors: Jan Roelf Bult, Peter S. H. Leeflang, Dick R. Wittink 

Publication date: 23 August 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

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zbMATH Keywords

bivariate causality testsGranger-Sargent testGranger-Wald test

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Causality in temporal systems. Characterizations and a Survey
• Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
• Title not available (Why is that?)
• The Approximate Slopes of Econometric Tests
• Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
• Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
• Title not available (Why is that?)

Cited In (1)

• A causal test of the strength of weak ties

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