scientific article; zbMATH DE number 762913
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Publication:4834765
zbMATH Open0823.90017MaRDI QIDQ4834765FDOQ4834765
Authors: Helmut Lütkepohl 
Publication date: 12 June 1995
Title of this publication is not available (Why is that?)
Recommendations
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Cited In (20)
- Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
- Causality tests and conditional heteroskedasticity: Monte Carlo evidence
- Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
- Title not available (Why is that?)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
- Testing for Granger causality in large mixed-frequency VARs
- The relative performance of bivariate causality tests in small samples
- Short run and long run causality in time series: inference
- Macroeconomics and the reality of mixed frequency data
- Testing for Granger causality with mixed frequency data
- Multivariate linear and nonlinear causality tests
- Directed graphs and variable selection in large vector autoregressive models
- Granger causality testing in mixed-frequency VARs with possibly (co)integrated processes
- Trimmed Granger causality between two groups of time series
- Testing for nonzero impulse responses in vector autoregressive processes
- Short and long run causality measures: theory and inference
- A class of optimal tests for contemporaneous non-causality in VAR models
- Multivariate-based causality tests of twin deficits in the US
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
- Factor double autoregressive models with application to simultaneous causality testing
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