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Granger-causality in Markov switching models - MaRDI portal

Granger-causality in Markov switching models (Q5130215)

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scientific article; zbMATH DE number 7269602
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Granger-causality in Markov switching models
scientific article; zbMATH DE number 7269602

    Statements

    title
    Granger-causality in Markov switching models (English)
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    author
    Monica Billio
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    Silvio di Sanzo
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    publication date
    4 November 2020
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    zbMATH Keywords
    Granger-causality
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    Markov switching models
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    Markov chain
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    cites work
    A Note on Noncausality
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    Q4840212
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    Q4160281
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    Identifiers

    zbMATH DE Number
    7269602
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    OpenAlex ID
    W2016433677
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