ALTERNATIVE FORMS OF GRANGER CAUSALITY, HETEROGENEITY, AND NONSTATIONARITY

Statistics and Causality: Methods for Applied Empirical Research

Volumn , Issue , 2016, Pages 205-229

  Molenaar, Peter C M ^a   Lo, Lawrence L ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Granger causality; heterogeneous replications; nonstationary time series; vector autoregressive models

Indexed keywords

EID: 85128660809     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118947074.ch9     Document Type: Chapter

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