Inference on one-way effect and evidence in Japanese macroeconomic data
type: Item
instance of: scholarly article
title: Inference on one-way effect and evidence in Japanese macroeconomic data
zbMATH Open document ID: 0957.62105
DOI: 10.1016/S0304-4076(99)00084-6
author: Feng Yao
author: Yuzo Hosoya
published in: Journal of Econometrics
publication date: 2001-03-29T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1529226
zbMATH Keywords: cointegration
zbMATH Keywords: VAR model
zbMATH Keywords: measures of one-way effect
zbMATH Keywords: Wald statistic
zbMATH Keywords: testing causality
zbMATH Keywords: maximum-likelihood estimation
zbMATH Keywords: likelihood ratio statistic
zbMATH Keywords: asymptotic theory
zbMATH Keywords: Granger's non-causality
zbMATH Keywords: Japanese macroeconomy
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1529226