Tests for causality between integrated variables using asymptotic and bootstrap distributions: Theory and application

Applied Economics

Volumn 38, Issue 13, 2006, Pages 1489-1500

  Scott Hacker, R ^a   Hatemi J, Abdulnasser ^b,c,d  

^a JÖNKÖPING INTERNATIONAL BUSINESS SCHOOL   (Sweden)

^b Hawler (Arbil) University   (Iraq)

^c LUND UNIVERSITY   (Sweden)

^d UNIVERSITY OF SKÖVDE   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

BOOTSTRAPPING; EMPIRICAL ANALYSIS; GRANGER CAUSALITY TEST; MARKET CONDITIONS; TIME SERIES ANALYSIS;

EID: 33746140513     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840500405763     Document Type: Article

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