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Testing for causality in real time - MaRDI portal

Testing for causality in real time (Q1126483)

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scientific article; zbMATH DE number 955401
Language Label Description Also known as
English
Testing for causality in real time
scientific article; zbMATH DE number 955401

    Statements

    title
    Testing for causality in real time (English)
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    author
    Carlo Grillenzoni
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    publication date
    28 April 1997
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    zbMATH Keywords
    transfer function models
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    tests of causality
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    significance bands
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    nonstationary random processes
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    prediction error variances
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    dynamic multipliers
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    recursive nonlinear least squares
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    asymptotic distribution
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    Identifiers

    zbMATH DE Number
    955401
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