Multivariate linear and nonlinear causality tests

Multivariate linear and nonlinear causality tests

10.1016/j.matcom.2010.06.008

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Bibliographic Details
Main Authors: Bai, Z., Wong, W.-K., Zhang, B.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Linear Granger causality
Nonlinear Granger causality
U-statistics
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105233
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Institution: National University of Singapore
Description
Summary:10.1016/j.matcom.2010.06.008

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