Pages that link to "Item:Q4407101"
From MaRDI portal
The following pages link to A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (Q4407101):
Displaying 5 items.
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- Multivariate-based causality tests of twin deficits in the US (Q3591744) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- Granger Causality Test in the Presence of Spillover Effects (Q3652744) (← links)
- The effect of spillover on the Granger causality test (Q5123631) (← links)