Vector Autoregressive Model and Analysis

DOI10.1007/978-3-030-54108-8_8OpenAlexW3130941099MaRDI QIDQ5049432

Murat Akkaya

Publication date: 11 November 2022

Published in: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-54108-8_8

zbMATH Keywords

Granger causalityvector autoregressive (VAR) modelsEViews

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Unnamed Item
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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