Testing for Granger-causality in quantiles
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Publication:5862503
DOI10.1080/07474938.2016.1172400zbMath1490.62487OpenAlexW2326271485MaRDI QIDQ5862503
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2016.1172400
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03)
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Uses Software
Cites Work
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