Pages that link to "Item:Q3440764"
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The following pages link to Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764):
Displaying 11 items.
- Short run and long run causality in time series: inference (Q291702) (← links)
- Speed of adjustment in cointegrated systems (Q736565) (← links)
- On the specification of Granger-causality tests using the cointegration methodology (Q900027) (← links)
- Non-causality in VAR-ECM models with purely exogenous long-run paths (Q1606398) (← links)
- Noncausality in VAR-ECM models with purely exogeneous long-run paths (Q1978557) (← links)
- Geometric and long run aspects of Granger causality (Q2512622) (← links)
- Short and long run causality measures: theory and inference (Q2630148) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (Q4921616) (← links)
- On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
- Testing for Granger causality with mixed frequency data (Q5964759) (← links)