Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis

DOI10.1080/02664763.2014.980790OpenAlexW2025918177MaRDI QIDQ5130184

Aviral Kumar Tiwari, Alexander Ludwig

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.980790

zbMATH Keywords

lag selectionstructural breaksexport-led growthrolling causality techniques

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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• A revisitation of the export-led growth hypothesis in Malaysia using the leveraged bootstrap simulation and rolling causality techniques
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