Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (Q4921616)
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scientific article; zbMATH DE number 6162296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form |
scientific article; zbMATH DE number 6162296 |
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Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form (English)
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13 May 2013
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Granger causality
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hypothesis testing
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nonlinearity
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0.9147007
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0.9092938
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0.90557265
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0.89432263
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0.8929424
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0.89143217
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0.8898511
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0.88859445
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