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Testing for Granger-causality in quantiles - MaRDI portal

Testing for Granger-causality in quantiles (Q5862503)

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scientific article; zbMATH DE number 7486316
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English
Testing for Granger-causality in quantiles
scientific article; zbMATH DE number 7486316

    Statements

    title
    Testing for Granger-causality in quantiles (English)
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    author
    Victor Troster
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    publication date
    9 March 2022
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    zbMATH Keywords
    Granger-causality
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    omnibus test
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    quantile regression
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    subsampling
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    cites work
    Q3580540
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    Regression Quantiles
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    Subsampling
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    Q3365350
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62F03
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    62G10
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    62M10
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    62G20
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    zbMATH DE Number
    7486316
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    OpenAlex ID
    W2326271485
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