Pages that link to "Item:Q2862627"
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The following pages link to Spurious Granger causalities in integrated autoregressive moving average processes (Q2862627):
Displaying 5 items.
- On the specification of Granger-causality tests using the cointegration methodology (Q900027) (← links)
- Further analysis of spurious causality (Q960364) (← links)
- Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
- Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471) (← links)
- On spurious Granger causality (Q5958408) (← links)