scientific article

zbMath1422.62367MaRDI QIDQ2971497

David F. Hendry

Publication date: 5 April 2017

Full work available at URL: http://www.ejpam.com/index.php/ejpam/article/view/2948

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

testingforecastingGranger causalityencompassingsimulatingempirical Granger non-causality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Uses Software

• bootstrap

Cites Work

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• On the interactions of unit roots and exogeneity
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• Causality and Exogeneity in Non-stationary Economic Time Series

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