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

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spelling	sg-nus-scholar.10635-1052332024-11-08T23:31:55Z Multivariate linear and nonlinear causality tests Bai, Z. Wong, W.-K. Zhang, B. STATISTICS & APPLIED PROBABILITY Linear Granger causality Nonlinear Granger causality U-statistics 10.1016/j.matcom.2010.06.008 Mathematics and Computers in Simulation 81 1 5-17 MCSID 2014-10-28T05:13:24Z 2014-10-28T05:13:24Z 2010-09 Article Bai, Z., Wong, W.-K., Zhang, B. (2010-09). Multivariate linear and nonlinear causality tests. Mathematics and Computers in Simulation 81 (1) : 5-17. ScholarBank@NUS Repository. https://doi.org/10.1016/j.matcom.2010.06.008 03784754 http://scholarbank.nus.edu.sg/handle/10635/105233 000282566500002 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Linear Granger causality Nonlinear Granger causality U-statistics
spellingShingle	Linear Granger causality Nonlinear Granger causality U-statistics Bai, Z. Wong, W.-K. Zhang, B. Multivariate linear and nonlinear causality tests
description	10.1016/j.matcom.2010.06.008
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bai, Z. Wong, W.-K. Zhang, B.
format	Article
author	Bai, Z. Wong, W.-K. Zhang, B.
author_sort	Bai, Z.
title	Multivariate linear and nonlinear causality tests
title_short	Multivariate linear and nonlinear causality tests
title_full	Multivariate linear and nonlinear causality tests
title_fullStr	Multivariate linear and nonlinear causality tests
title_full_unstemmed	Multivariate linear and nonlinear causality tests
title_sort	multivariate linear and nonlinear causality tests
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105233
_version_	1821182780034252800

Multivariate linear and nonlinear causality tests

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