Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (Q5300724)
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scientific article; zbMATH DE number 6182226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment |
scientific article; zbMATH DE number 6182226 |
Statements
Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment (English)
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28 June 2013
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Granger causality
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LSTAR model
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wavelet multiresolution
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Monte Carlo simulation
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