Testing for Granger causality in large mixed-frequency VARs (Q726601)
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scientific article; zbMATH DE number 6603059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Granger causality in large mixed-frequency VARs |
scientific article; zbMATH DE number 6603059 |
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Testing for Granger causality in large mixed-frequency VARs (English)
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12 July 2016
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Granger causality
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mixed frequency VAR
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Bayesian VAR
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reduced rank model
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bootstrap test
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