A bootstrap causality test for covariance stationary processes
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Publication:262751
DOI10.1016/j.jeconom.2004.02.009zbMath1334.62081OpenAlexW2040059576MaRDI QIDQ262751
Publication date: 30 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/6848/1/A_Bootstrap_Causality_Test_for_Covariance_Stationary_Processes.pdf
Related Items
Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain, Persistence-robust surplus-lag Granger causality testing
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