Pages that link to "Item:Q3593523"
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The following pages link to Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523):
Displaying 4 items.
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- On the specification of Granger-causality tests using the cointegration methodology (Q900027) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (Q4921616) (← links)