Spurious Granger causalities in integrated autoregressive moving average processes (Q2862627)
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scientific article; zbMATH DE number 6228338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious Granger causalities in integrated autoregressive moving average processes |
scientific article; zbMATH DE number 6228338 |
Statements
18 November 2013
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hypothesis test
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asymptotic distribution
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functionals of Brownian motion
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unit roots
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0.88251466
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0.8807515
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0.8777083
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0.8677298
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0.8645114
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0.86340123
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Spurious Granger causalities in integrated autoregressive moving average processes (English)
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