Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548)
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scientific article; zbMATH DE number 1529226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on one-way effect and evidence in Japanese macroeconomic data |
scientific article; zbMATH DE number 1529226 |
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Inference on one-way effect and evidence in Japanese macroeconomic data (English)
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29 March 2001
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cointegration
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VAR model
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measures of one-way effect
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Wald statistic
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testing causality
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maximum-likelihood estimation
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likelihood ratio statistic
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asymptotic theory
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Granger's non-causality
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Japanese macroeconomy
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