Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471)
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scientific article; zbMATH DE number 6848005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study |
scientific article; zbMATH DE number 6848005 |
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Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (English)
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7 March 2018
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Granger causality
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Monte Carlo simulation
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partial unit root
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robust
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