Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment
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Publication:5300724
DOI10.1080/00949655.2010.508163zbMath1328.62400OpenAlexW2003526991MaRDI QIDQ5300724
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.508163
Related Items (2)
Granger-causality in Markov switching models ⋮ VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS
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