The relationship between the F-test and the Schwarz Criterion: Implications for Granger-causality tests

Economics Bulletin

Volumn 30, Issue 1, 2010, Pages 494-499

  Atukeren, Erdal ^a  

^a KOF SWISS ECONOMIC INSTITUTE   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77953595989     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (12)

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10. Schwarz, G. (1978) "Estimating the dimension of a model" Annals of Statistics 6, 461-464.
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12. Woodward, J. (2008) "Invariance, Modularity, and All That: Cartwright on Causation", in Nancy Cartwright's Philosophy of Science, L. Bovens, C. Hoefer, and S. Hartmann (Eds.) Routledge Studies in the Philosophy of Science. Routledge. UK.