Testing linear causality in mean when the number of estimated parameters is high (Q1952197)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing linear causality in mean when the number of estimated parameters is high |
scientific article; zbMATH DE number 6166833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing linear causality in mean when the number of estimated parameters is high |
scientific article; zbMATH DE number 6166833 |
Statements
Testing linear causality in mean when the number of estimated parameters is high (English)
0 references
28 May 2013
0 references
linear causality in mean
0 references
VAR models
0 references
high-dimensional processes
0 references
large autoregressive order
0 references
causality in variance
0 references
weak errors
0 references
0 references
0 references
0 references
0 references
0 references
