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A Note on the Hiemstra-Jones Test for Granger Non-causality - MaRDI portal

A Note on the Hiemstra-Jones Test for Granger Non-causality (Q3368383)

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A Note on the Hiemstra-Jones Test for Granger Non-causality
scientific article

    Statements

    title
    A Note on the Hiemstra-Jones Test for Granger Non-causality (English)
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    publication date
    27 January 2006
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    zbMATH Keywords
    Granger causality
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    Hypothesis tests
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    Nonparametric tests
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    65C05
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    62P20
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    zbMATH DE Number
    5002425
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    OpenAlex ID
    W2045865139
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