The relative performance of bivariate causality tests in small samples
type: Item
instance of: scholarly article
title: The relative performance of bivariate causality tests in small samples
zbMATH Open document ID: 0919.90029
DOI: 10.1016/S0377-2217(96)00278-0
author: Jan Roelf Bult
author: Peter S. H. Leeflang
author: Dick R. Wittink
published in: European Journal of Operational Research
publication date: 1999-08-23T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1253178
zbMATH Keywords: bivariate causality tests
zbMATH Keywords: Granger-Wald test
zbMATH Keywords: Granger-Sargent test
MaRDI profile type: Publication
cites work: Q4040174
cites work: Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
cites work: The Approximate Slopes of Econometric Tests
cites work: Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods
cites work: Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
cites work: Q4834765
cites work: Causality in temporal systems. Characterizations and a Survey
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description: scientific article; zbMATH DE number 1253178