Pages that link to "Item:Q1927607"
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The following pages link to Testing for Granger causality in variance in the presence of causality in mean (Q1927607):
Displaying 12 items.
- International market links and volatility transmission (Q528027) (← links)
- Vector autoregressive models with measurement errors for testing Granger causality (Q716260) (← links)
- Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
- Testing for causality in variance in the presence of breaks (Q1928692) (← links)
- A Lagrange multiplier test for causality in variance (Q1929453) (← links)
- Testing for causality in variance under nonstationarity in variance (Q1934163) (← links)
- Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- The effect of increase of the Granger causality method sensitivity with rise of a measurement noise (Q2812574) (← links)
- A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects (Q2884875) (← links)
- Granger Causality Test in the Presence of Spillover Effects (Q3652744) (← links)
- Statistical Tests for Detecting Granger Causality (Q4622461) (← links)