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 |
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Testing for causality in real time (English)
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28 April 1997
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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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