A comparison of some common methods for detecting Granger noncausality
作者： Judith A. Clarke , Sadaf Mirza
DOI: 10.1080/10629360500107741
关键词:
摘要: … Our simulations involve bivariate and trivariate VARs in which we allow for the lag order to be selected by general to specific testing and by model selection criteria. We find that the …
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